+69.1%
ENB vs SBAC
-43.9%
+113.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -0.2% | +3.2% | -3.4% | -1.0% |
| 3M | -7.5% | -5.1% | -2.5% | -6.6% |
| 6M | -4.1% | -2.1% | -2.0% | -4.4% |
| YTD | +9.8% | -0.5% | +10.3% | +8.9% |
| 1Y | +8.7% | +1.1% | +7.6% | +7.2% |
| 3Y | +79.0% | -7.4% | +86.4% | +78.0% |
| 5Y | +69.1% | -44.3% | +113.4% | +87.0% |
| All | +69.1% | -43.9% | +113.0% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling