+517.6%
SPMO vs ENB
+92.6%
+425.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.9% | -4.7% | +3.7% | +0.8% |
| 30D | -1.9% | -5.9% | +4.0% | +0.2% |
| 3M | -1.4% | -14.2% | +12.9% | +4.0% |
| 6M | +25.5% | -8.6% | +34.1% | +28.9% |
| YTD | +24.8% | +3.9% | +20.9% | +21.8% |
| 1Y | +24.5% | +1.8% | +22.7% | +22.3% |
| 3Y | +157.1% | +68.5% | +88.6% | +105.4% |
| 5Y | +149.5% | +62.4% | +87.1% | +101.7% |
| All | +517.6% | +92.6% | +425.0% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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