-25.9%
SPOT vs ENB
+3.8%
-29.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.4% |
| 7D | -6.9% | -4.6% | -2.3% | -7.0% |
| 30D | +4.1% | -5.2% | +9.3% | +3.9% |
| 3M | +3.7% | -13.4% | +17.1% | +2.6% |
| 6M | -1.6% | -7.8% | +6.2% | -0.9% |
| YTD | -10.2% | +4.9% | -15.0% | -4.8% |
| 1Y | -25.9% | +3.2% | -29.1% | -22.2% |
| All | -25.9% | +3.8% | -29.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling