+231.7%
SPOT vs ENB
+76.5%
+155.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +2.2% | -1.1% | +3.3% | +2.4% |
| 3M | +5.4% | -8.5% | +13.9% | +7.1% |
| 6M | -4.0% | -4.5% | +0.5% | -3.2% |
| YTD | -9.9% | +9.1% | -19.0% | -11.9% |
| 1Y | -27.3% | +8.0% | -35.2% | -28.8% |
| All | +231.7% | +76.5% | +155.3% | +207.1% |
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