+7,219.5%
ENB vs SCCO
+35,670.2%
-28,450.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | -0.2% |
| 7D | -0.5% | +3.4% | -3.9% | -1.2% |
| 30D | -0.2% | +6.6% | -6.8% | -1.8% |
| 3M | -7.5% | +24.5% | -32.0% | -12.3% |
| 6M | -4.1% | +16.5% | -20.6% | -8.8% |
| YTD | +9.8% | +52.1% | -42.3% | -2.1% |
| 1Y | +8.7% | +114.2% | -105.5% | -10.4% |
| 3Y | +79.0% | +207.4% | -128.4% | +32.4% |
| 5Y | +69.1% | +353.7% | -284.7% | +12.7% |
| 10Y | +96.5% | +1,144.5% | -1,048.0% | +3.3% |
| All | +7,219.5% | +35,670.2% | -28,450.7% | +2,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling