+78.9%
SPYM vs ENB
+79.6%
-0.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | +3.9% | -7.5% | +11.4% | +5.2% |
| 6M | +14.5% | -4.1% | +18.7% | +15.0% |
| YTD | +13.0% | +9.8% | +3.2% | +9.5% |
| 1Y | +19.4% | +8.7% | +10.7% | +16.0% |
| 3Y | +78.9% | +79.0% | -0.1% | +46.8% |
| All | +78.9% | +79.6% | -0.7% | +46.8% |
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