-72.4%
ENVX vs SPY
+124.1%
-196.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.1% | +5.8% |
| 7D | +3.6% | +0.5% | +3.0% | +2.1% |
| 30D | -26.2% | -0.9% | -25.2% | -24.1% |
| 3M | -52.6% | +3.9% | -56.5% | -55.6% |
| 6M | -28.5% | +14.5% | -43.0% | -45.8% |
| YTD | -52.5% | +12.9% | -65.5% | -62.2% |
| 1Y | -63.0% | +19.4% | -82.4% | -73.5% |
| 3Y | -76.3% | +78.5% | -154.8% | -92.2% |
| 5Y | -78.4% | +81.8% | -160.1% | -92.1% |
| All | -72.4% | +124.1% | -196.4% | -93.3% |
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