+3,094.0%
SPY vs ENB
+11,520.7%
-8,426.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -2.2% | +2.3% | +0.7% |
| 3M | +2.0% | -10.5% | +12.5% | +5.2% |
| 6M | +13.0% | -5.1% | +18.1% | +14.4% |
| YTD | +13.5% | +9.0% | +4.6% | +10.0% |
| 1Y | +20.0% | +8.2% | +11.8% | +16.3% |
| 3Y | +77.2% | +67.8% | +9.4% | +49.1% |
| 5Y | +81.9% | +69.4% | +12.5% | +52.3% |
| 10Y | +314.1% | +117.5% | +196.5% | +212.5% |
| All | +3,094.0% | +11,520.7% | -8,426.7% | +1,439.4% |
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