+9.4%
ENB vs SFM
-35.8%
+45.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | -0.4% |
| 7D | +0.5% | -12.3% | +12.7% | +0.8% |
| 30D | +6.0% | -16.2% | +22.2% | +6.5% |
| 3M | -7.4% | -36.8% | +29.4% | -5.2% |
| 6M | -8.5% | -32.6% | +24.1% | -7.0% |
| YTD | +6.1% | -31.7% | +37.8% | +6.5% |
| 1Y | +9.4% | -35.0% | +44.4% | +10.3% |
| All | +9.4% | -35.8% | +45.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling