+61.1%
ENB vs SFM
+213.6%
-152.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | -4.7% | -10.6% | +6.0% | -3.8% |
| 30D | -5.9% | -15.5% | +9.6% | -4.7% |
| 3M | -14.2% | -17.4% | +3.2% | -13.1% |
| 6M | -8.6% | -3.4% | -5.2% | -8.8% |
| YTD | +3.9% | -8.7% | +12.6% | +3.9% |
| 1Y | +1.8% | -47.2% | +49.0% | +6.5% |
| 3Y | +68.5% | +82.7% | -14.2% | +55.8% |
| All | +61.1% | +213.6% | -152.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling