+68.5%
ENB vs SCCO
+177.0%
-108.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.7% | -2.7% | -2.0% | -4.5% |
| 30D | -5.9% | -0.7% | -5.2% | -5.9% |
| 3M | -14.2% | +8.1% | -22.3% | -14.9% |
| 6M | -8.6% | +4.1% | -12.7% | -9.2% |
| YTD | +3.9% | +41.1% | -37.2% | -0.2% |
| 1Y | +1.8% | +95.6% | -93.8% | -5.8% |
| 3Y | +68.5% | +179.3% | -110.8% | +44.3% |
| All | +68.5% | +177.0% | -108.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling