+828.4%
SPYM vs ENB
+744.3%
+84.1%
-54.5%
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% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -2.2% | +2.3% | +0.9% |
| 3M | +2.0% | -10.5% | +12.5% | +6.3% |
| 6M | +13.1% | -5.1% | +18.1% | +14.8% |
| YTD | +13.6% | +9.0% | +4.7% | +8.8% |
| 1Y | +20.1% | +8.2% | +11.9% | +15.2% |
| 3Y | +77.6% | +67.8% | +9.8% | +41.0% |
| 5Y | +82.5% | +69.4% | +13.2% | +43.6% |
| 10Y | +317.6% | +117.5% | +200.1% | +183.5% |
| All | +828.4% | +744.3% | +84.1% | +231.4% |
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