+90.4%
ENB vs SBAC
+83.0%
+7.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.1% |
| 7D | -4.6% | -5.3% | +0.7% | -3.1% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | -13.4% | -11.9% | -1.5% | -10.6% |
| 6M | -7.8% | -4.5% | -3.3% | -7.7% |
| YTD | +4.9% | -4.3% | +9.2% | +4.7% |
| 1Y | +3.2% | -3.9% | +7.1% | +2.8% |
| 3Y | +71.0% | -11.0% | +82.0% | +71.0% |
| 5Y | +64.0% | -44.1% | +108.1% | +86.2% |
| All | +90.4% | +83.0% | +7.3% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling