+79.3%
ENB vs SFM
+107.8%
-28.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.2% | -4.4% | +2.1% | -1.9% |
| 3M | -10.5% | +1.5% | -12.0% | -10.8% |
| 6M | -5.1% | +6.5% | -11.5% | -6.1% |
| YTD | +9.0% | +2.2% | +6.8% | +8.0% |
| 1Y | +8.2% | -41.9% | +50.1% | +12.7% |
| All | +79.3% | +107.8% | -28.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling