+78.8%
SPYM vs ENB
+71.3%
+7.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.6% | +1.4% | -4.0% | -2.8% |
| 3M | -1.7% | -5.2% | +3.5% | -1.0% |
| 6M | +3.1% | -9.9% | +13.1% | +4.5% |
| YTD | +12.0% | +4.7% | +7.3% | +9.5% |
| 1Y | +12.1% | +2.8% | +9.3% | +10.1% |
| All | +78.8% | +71.3% | +7.5% | +55.1% |
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