+2,857.1%
ENB vs SBAC
+2,208.1%
+649.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | -2.2% | +6.9% | -9.2% | -2.8% |
| 3M | -10.5% | -8.2% | -2.3% | -10.0% |
| 6M | -5.1% | -1.6% | -3.4% | -5.2% |
| YTD | +9.0% | -0.1% | +9.1% | +8.6% |
| 1Y | +8.2% | -0.5% | +8.7% | +7.8% |
| 3Y | +67.8% | -9.1% | +76.8% | +67.8% |
| 5Y | +69.4% | -43.8% | +113.2% | +75.1% |
| 10Y | +117.5% | +80.5% | +37.0% | +107.1% |
| All | +2,857.1% | +2,208.1% | +649.0% | +2,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling