+113.5%
ENB vs SAN
+270.1%
-156.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.1% | +4.0% | -0.9% | +1.9% |
| 30D | +2.1% | -7.8% | +9.9% | +4.2% |
| 3M | -4.4% | -16.4% | +11.9% | 0.0% |
| 6M | -10.1% | +3.5% | -13.6% | -12.0% |
| YTD | +5.2% | +6.7% | -1.5% | +0.5% |
| 1Y | +4.2% | +14.5% | -10.2% | -2.7% |
| 3Y | +70.1% | +243.5% | -173.4% | +7.4% |
| 5Y | +59.4% | +296.2% | -236.8% | -8.2% |
| All | +113.5% | +270.1% | -156.6% | +20.3% |
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