+107.6%
ENB vs SFM
+140.8%
-33.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.1% |
| 7D | -1.8% | -7.1% | +5.3% | -1.0% |
| 30D | +2.0% | -21.4% | +23.4% | +4.2% |
| 3M | -5.8% | -40.1% | +34.3% | -1.0% |
| 6M | -9.7% | -38.0% | +28.3% | -5.8% |
| YTD | +4.2% | -36.5% | +40.8% | +8.0% |
| 1Y | +3.2% | -35.2% | +38.4% | +6.6% |
| 3Y | +70.6% | +23.5% | +47.1% | +57.6% |
| 5Y | +55.1% | +109.7% | -54.6% | +29.7% |
| 10Y | +107.6% | +132.6% | -25.0% | +59.3% |
| All | +107.6% | +140.8% | -33.2% | +59.3% |
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 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