+11,281.5%
ENB vs SAN
+1,775.7%
+9,505.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -1.8% | +3.4% | -5.2% | -2.5% |
| 30D | +2.0% | -6.3% | +8.3% | +3.2% |
| 3M | -5.8% | -14.1% | +8.3% | -3.2% |
| 6M | -9.7% | +4.2% | -13.8% | -11.1% |
| YTD | +4.2% | +9.0% | -4.8% | +0.7% |
| 1Y | +3.2% | +18.8% | -15.5% | -2.1% |
| 3Y | +70.6% | +252.0% | -181.4% | +26.8% |
| 5Y | +55.1% | +299.5% | -244.3% | +10.0% |
| 10Y | +107.6% | +276.7% | -169.1% | +43.7% |
| All | +11,281.5% | +1,775.7% | +9,505.7% | +6,828.2% |
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