+2.9%
ENB vs SAN
+20.3%
-17.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -2.4% | +10.8% | -13.2% | -1.9% |
| 30D | +2.5% | -5.7% | +8.2% | +2.1% |
| 3M | -5.8% | -13.4% | +7.7% | -6.6% |
| 6M | -8.5% | +3.5% | -12.1% | -8.2% |
| YTD | +3.9% | +9.7% | -5.9% | +2.1% |
| All | +2.9% | +20.3% | -17.4% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling