+264.0%
SPOT vs ENB
+169.9%
+94.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +12.5% | -2.2% | +14.7% | +13.4% |
| 3M | +9.9% | -10.5% | +20.4% | +14.3% |
| 6M | +1.6% | -5.1% | +6.6% | +3.2% |
| YTD | -6.6% | +9.0% | -15.5% | -10.2% |
| 1Y | -22.9% | +8.2% | -31.1% | -25.9% |
| 3Y | +244.3% | +67.8% | +176.5% | +177.1% |
| 5Y | +117.8% | +69.4% | +48.4% | +76.3% |
| All | +264.0% | +169.9% | +94.1% | +145.5% |
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