+110.5%
ENB vs SFM
+140.2%
-29.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.1% |
| 7D | +1.7% | +6.0% | -4.4% | +1.0% |
| 30D | +0.7% | -19.5% | +20.1% | +2.5% |
| 3M | -5.8% | -37.0% | +31.2% | -1.5% |
| 6M | -11.3% | -41.0% | +29.7% | -6.8% |
| YTD | +3.7% | -34.6% | +38.3% | +7.1% |
| 1Y | +2.8% | -36.3% | +39.0% | +6.4% |
| 3Y | +67.7% | +24.5% | +43.1% | +54.8% |
| 5Y | +57.1% | +115.9% | -58.7% | +30.8% |
| All | +110.5% | +140.2% | -29.7% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling