-75.3%
ENVX vs SPY
+123.6%
-198.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -3.3% |
| 7D | -6.6% | -0.8% | -5.9% | -4.9% |
| 30D | -34.5% | -1.1% | -33.4% | -32.4% |
| 3M | -53.7% | +3.9% | -57.6% | -56.8% |
| 6M | -38.1% | +13.6% | -51.7% | -52.2% |
| YTD | -57.6% | +12.7% | -70.3% | -66.0% |
| 1Y | -61.3% | +17.5% | -78.8% | -71.1% |
| 3Y | -79.3% | +76.9% | -156.2% | -93.0% |
| 5Y | -81.1% | +83.6% | -164.7% | -93.3% |
| All | -75.3% | +123.6% | -198.9% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling