+2.8%
ENB vs SFM
-36.8%
+39.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.0% |
| 7D | +1.7% | +6.0% | -4.4% | +1.5% |
| 30D | +0.7% | -19.5% | +20.1% | +1.3% |
| 3M | -5.8% | -37.0% | +31.2% | -3.7% |
| 6M | -11.3% | -41.0% | +29.7% | -8.8% |
| YTD | +3.7% | -34.6% | +38.3% | +4.1% |
| 1Y | +2.8% | -36.3% | +39.0% | +3.5% |
| All | +2.8% | -36.8% | +39.5% | +3.5% |
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