+79.7%
SPY vs ENB
+79.0%
+0.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.1% | -2.2% | +2.3% | +0.4% |
| 3M | +2.0% | -10.5% | +12.5% | +4.0% |
| 6M | +13.0% | -5.1% | +18.1% | +13.7% |
| YTD | +13.5% | +9.0% | +4.6% | +10.1% |
| 1Y | +20.0% | +8.2% | +11.8% | +16.5% |
| All | +79.7% | +79.0% | +0.7% | +46.9% |
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 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