+106.9%
ENB vs SBAC
+111.4%
-4.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.4% | +3.6% | -6.1% | -3.4% |
| 30D | +2.5% | +4.9% | -2.4% | +1.1% |
| 3M | -5.8% | +6.5% | -12.2% | -7.7% |
| 6M | -8.5% | -11.1% | +2.6% | -6.2% |
| YTD | +3.9% | +0.9% | +3.0% | +2.0% |
| 1Y | +3.7% | -1.6% | +5.2% | +2.5% |
| 3Y | +70.1% | -7.0% | +77.0% | +68.0% |
| 5Y | +53.2% | -39.2% | +92.4% | +69.4% |
| All | +106.9% | +111.4% | -4.4% | +50.7% |
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