-100.0%
ENVB vs SPY
+334.6%
-434.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.6% |
| 7D | +2.1% | -0.9% | +3.0% | +2.9% |
| 30D | +1.4% | -2.4% | +3.7% | +3.7% |
| 3M | -3.9% | -1.2% | -2.7% | -3.0% |
| 6M | -47.0% | +3.3% | -50.3% | -48.7% |
| YTD | -59.0% | +12.3% | -71.2% | -63.7% |
| 1Y | -74.9% | +12.4% | -87.4% | -77.9% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +334.6% | -434.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling