+311.0%
SPYM vs ENB
+109.5%
+201.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.6% | +3.1% | -0.6% | +1.3% |
| 30D | -2.0% | +2.1% | -4.1% | -2.9% |
| 3M | -2.8% | -4.4% | +1.6% | -1.2% |
| 6M | +2.2% | -10.1% | +12.2% | +6.0% |
| YTD | +11.5% | +5.2% | +6.4% | +7.9% |
| 1Y | +13.5% | +4.2% | +9.3% | +10.2% |
| 3Y | +78.0% | +70.1% | +8.0% | +38.0% |
| 5Y | +73.1% | +59.4% | +13.8% | +37.3% |
| All | +311.0% | +109.5% | +201.5% | +170.5% |
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