+67.1%
ENB vs SAN
+238.2%
-171.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | -5.2% | +4.9% | -10.1% | -5.5% |
| 30D | +2.2% | -13.0% | +15.2% | +3.1% |
| 3M | -8.1% | -18.9% | +10.8% | -6.8% |
| 6M | -11.2% | -4.1% | -7.0% | -11.3% |
| YTD | +2.0% | +2.6% | -0.6% | +0.6% |
| 1Y | +4.1% | +16.9% | -12.9% | +0.6% |
| All | +67.1% | +238.2% | -171.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling