-80.9%
ENVX vs SPY
+79.8%
-160.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.8% |
| 7D | -6.8% | -2.0% | -4.8% | -2.1% |
| 30D | -35.0% | -1.7% | -33.3% | -31.9% |
| 3M | -50.0% | +4.7% | -54.7% | -54.1% |
| 6M | -36.4% | +12.5% | -48.9% | -49.9% |
| YTD | -57.0% | +11.7% | -68.8% | -65.0% |
| 1Y | -65.7% | +17.5% | -83.2% | -74.5% |
| 3Y | -78.6% | +76.6% | -155.2% | -92.8% |
| 5Y | -80.9% | +82.0% | -162.9% | -92.8% |
| All | -80.9% | +79.8% | -160.7% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling