+64.0%
ENB vs SCCO
+313.8%
-249.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.2% | +3.4% | -2.8% |
| 7D | -4.6% | -2.7% | -1.9% | -4.2% |
| 30D | -5.2% | -0.2% | -5.0% | -5.4% |
| 3M | -13.4% | +17.8% | -31.1% | -15.9% |
| 6M | -7.8% | +2.3% | -10.1% | -9.1% |
| YTD | +4.9% | +41.6% | -36.7% | -3.4% |
| 1Y | +3.2% | +101.9% | -98.6% | -11.7% |
| 3Y | +71.0% | +186.2% | -115.2% | +28.8% |
| 5Y | +64.0% | +309.7% | -245.7% | +8.2% |
| All | +64.0% | +313.8% | -249.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling