+106.9%
ENB vs SAN
+277.4%
-170.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.4% | +10.8% | -13.2% | -5.3% |
| 30D | +2.5% | -5.7% | +8.2% | +3.9% |
| 3M | -5.8% | -13.4% | +7.7% | -2.4% |
| 6M | -8.5% | +3.5% | -12.1% | -10.5% |
| YTD | +3.9% | +9.7% | -5.9% | -1.5% |
| 1Y | +3.7% | +20.9% | -17.2% | -4.7% |
| 3Y | +70.1% | +254.3% | -184.2% | +6.4% |
| 5Y | +53.2% | +304.2% | -251.0% | -12.1% |
| All | +106.9% | +277.4% | -170.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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