+307.8%
SPY vs ENB
+106.5%
+201.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | 0.0% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | -2.0% | +0.7% | -2.7% | -2.3% |
| 3M | -2.8% | -5.8% | +3.0% | -0.7% |
| 6M | +2.1% | -11.3% | +13.5% | +6.6% |
| YTD | +11.5% | +3.7% | +7.8% | +8.5% |
| 1Y | +13.5% | +2.8% | +10.7% | +10.8% |
| 3Y | +77.7% | +67.7% | +10.0% | +38.9% |
| 5Y | +72.6% | +57.1% | +15.5% | +38.1% |
| All | +307.8% | +106.5% | +201.3% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling