+72.2%
SPY vs ENB
+51.1%
+21.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +0.1% | -3.7% | +3.7% | +1.4% |
| 30D | -3.3% | +1.7% | -5.0% | -4.0% |
| 3M | -2.4% | -6.3% | +3.9% | -0.3% |
| 6M | +2.6% | -9.2% | +11.8% | +5.5% |
| YTD | +11.2% | +3.1% | +8.1% | +8.1% |
| 1Y | +13.4% | +3.4% | +10.0% | +10.0% |
| 3Y | +79.9% | +68.9% | +11.0% | +35.8% |
| 5Y | +72.2% | +51.7% | +20.5% | +41.7% |
| All | +72.2% | +51.1% | +21.1% | +41.7% |
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