+318.0%
SPYM vs ENB
+92.6%
+225.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.8% | -4.7% | +3.9% | +1.1% |
| 30D | -1.1% | -5.9% | +4.8% | +1.3% |
| 3M | +3.9% | -14.2% | +18.1% | +10.2% |
| 6M | +13.6% | -8.6% | +22.2% | +17.1% |
| YTD | +12.7% | +3.9% | +8.8% | +9.8% |
| 1Y | +17.6% | +1.8% | +15.8% | +15.3% |
| 3Y | +77.2% | +68.5% | +8.7% | +38.1% |
| 5Y | +84.1% | +62.4% | +21.7% | +45.1% |
| All | +318.0% | +92.6% | +225.5% | +186.5% |
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