+122.9%
SPMO vs ENB
+72.2%
+50.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +6.3% | +3.1% | +3.2% | +6.0% |
| 30D | -8.9% | +2.1% | -11.0% | -9.1% |
| 3M | -13.2% | -4.4% | -8.8% | -12.7% |
| 6M | -9.3% | -10.1% | +0.8% | -8.3% |
| YTD | +11.6% | +5.2% | +6.4% | +8.9% |
| 1Y | +13.4% | +4.2% | +9.1% | +10.9% |
| 3Y | +122.9% | +70.1% | +52.8% | +99.9% |
| All | +122.9% | +72.2% | +50.7% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling