+573.2%
SPMO vs ENB
+118.2%
+455.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.8% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -0.4% | -2.2% | +1.9% | +0.3% |
| 3M | -1.9% | -10.5% | +8.6% | +1.2% |
| 6M | +25.0% | -5.1% | +30.1% | +26.5% |
| YTD | +26.0% | +9.0% | +17.1% | +21.8% |
| 1Y | +28.7% | +8.2% | +20.5% | +24.5% |
| 3Y | +160.9% | +67.8% | +93.2% | +117.7% |
| 5Y | +147.9% | +69.4% | +78.5% | +106.3% |
| 10Y | +518.9% | +117.5% | +401.4% | +357.9% |
| All | +573.2% | +118.2% | +455.0% | +420.9% |
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 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