+51.7%
ENB vs SFM
+102.7%
-51.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -3.7% | -10.2% | +6.6% | -3.0% |
| 30D | +1.7% | -23.9% | +25.6% | +3.3% |
| 3M | -6.3% | -42.3% | +36.0% | -2.9% |
| 6M | -9.2% | -40.1% | +31.0% | -6.4% |
| YTD | +3.1% | -37.8% | +40.9% | +5.6% |
| 1Y | +3.4% | -37.1% | +40.4% | +5.8% |
| 3Y | +68.9% | +21.5% | +47.4% | +61.2% |
| 5Y | +51.7% | +103.8% | -52.1% | +40.1% |
| All | +51.7% | +102.7% | -51.0% | +40.1% |
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