+495.9%
SPMO vs ENB
+110.6%
+385.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +6.3% | +3.1% | +3.2% | +5.4% |
| 30D | -8.9% | +2.1% | -11.0% | -9.5% |
| 3M | -13.2% | -4.4% | -8.8% | -12.2% |
| 6M | -9.3% | -10.1% | +0.8% | -6.8% |
| YTD | +11.6% | +5.2% | +6.4% | +8.8% |
| 1Y | +13.4% | +4.2% | +9.1% | +10.9% |
| 3Y | +122.9% | +70.1% | +52.8% | +85.1% |
| 5Y | +113.9% | +59.4% | +54.5% | +81.2% |
| 10Y | +460.5% | +109.5% | +351.0% | +318.2% |
| All | +495.9% | +110.6% | +385.3% | +365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling