+69.1%
ENB vs SAN
+381.9%
-312.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -0.5% | +3.3% | -3.8% | -1.0% |
| 30D | -0.2% | +1.1% | -1.3% | -0.4% |
| 3M | -7.5% | +22.2% | -29.7% | -10.9% |
| 6M | -4.1% | +36.0% | -40.1% | -9.8% |
| YTD | +9.8% | +28.2% | -18.4% | +3.8% |
| 1Y | +8.7% | +54.1% | -45.4% | -1.4% |
| 3Y | +79.0% | +354.2% | -275.2% | +23.1% |
| 5Y | +69.1% | +387.3% | -318.2% | +7.8% |
| All | +69.1% | +381.9% | -312.9% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling