+110.5%
ENB vs SBAC
+114.8%
-4.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +1.7% | +0.6% | +1.0% | +1.5% |
| 30D | +0.7% | +5.5% | -4.8% | -0.9% |
| 3M | -5.8% | +3.1% | -8.9% | -6.8% |
| 6M | -11.3% | -7.0% | -4.3% | -10.2% |
| YTD | +3.7% | +0.5% | +3.2% | +1.9% |
| 1Y | +2.8% | +0.2% | +2.5% | +1.0% |
| 3Y | +67.7% | -7.4% | +75.0% | +65.8% |
| 5Y | +57.1% | -39.7% | +96.8% | +74.2% |
| All | +110.5% | +114.8% | -4.3% | +54.0% |
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