+304.8%
SPY vs ENB
+99.3%
+205.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -0.6% | -2.4% | +1.8% | +0.4% |
| 30D | -3.7% | +2.5% | -6.2% | -4.7% |
| 3M | -2.7% | -5.8% | +3.0% | -0.6% |
| 6M | +2.2% | -8.5% | +10.7% | +5.3% |
| YTD | +10.8% | +3.9% | +6.9% | +7.8% |
| 1Y | +11.2% | +3.7% | +7.5% | +8.2% |
| 3Y | +76.5% | +70.1% | +6.4% | +37.2% |
| 5Y | +72.9% | +53.2% | +19.7% | +39.9% |
| 10Y | +304.8% | +100.2% | +204.6% | +173.9% |
| All | +304.8% | +99.3% | +205.6% | +173.9% |
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