+11,039.2%
ENB vs SAN
+1,664.5%
+9,374.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | -5.2% | +4.9% | -10.1% | -6.2% |
| 30D | +2.2% | -13.0% | +15.2% | +4.9% |
| 3M | -8.1% | -18.9% | +10.8% | -4.4% |
| 6M | -11.2% | -4.1% | -7.0% | -11.1% |
| YTD | +2.0% | +2.6% | -0.6% | -0.2% |
| 1Y | +4.1% | +16.9% | -12.9% | -0.9% |
| 3Y | +64.7% | +239.1% | -174.3% | +23.4% |
| 5Y | +46.6% | +266.8% | -220.3% | +5.7% |
| 10Y | +102.7% | +246.0% | -143.3% | +42.7% |
| All | +11,039.2% | +1,664.5% | +9,374.7% | +6,766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling