+112.6%
SPOT vs ENB
+68.4%
+44.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +2.2% | -1.1% | +3.3% | +2.6% |
| 3M | +5.4% | -8.5% | +13.9% | +9.5% |
| 6M | -4.0% | -4.5% | +0.5% | -2.4% |
| YTD | -9.9% | +9.1% | -19.0% | -14.7% |
| 1Y | -27.3% | +8.0% | -35.2% | -31.0% |
| 3Y | +236.4% | +77.8% | +158.6% | +136.7% |
| 5Y | +112.6% | +69.4% | +43.2% | +55.9% |
| All | +112.6% | +68.4% | +44.1% | +55.9% |
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 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