+151.5%
SPMO vs ENB
+68.4%
+83.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +1.1% | -1.1% | +2.1% | +1.4% |
| 3M | +2.0% | -8.5% | +10.5% | +5.0% |
| 6M | +26.5% | -4.5% | +31.1% | +27.7% |
| YTD | +26.5% | +9.1% | +17.4% | +20.5% |
| 1Y | +27.9% | +8.0% | +20.0% | +22.2% |
| 3Y | +160.4% | +77.8% | +82.6% | +93.7% |
| 5Y | +151.5% | +69.4% | +82.1% | +90.4% |
| All | +151.5% | +68.4% | +83.0% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling