+122.3%
ENB vs SFM
+132.6%
-10.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.2% | -4.4% | +2.1% | -1.8% |
| 3M | -10.5% | +1.5% | -12.0% | -11.0% |
| 6M | -5.1% | +6.5% | -11.5% | -6.4% |
| YTD | +9.0% | +2.2% | +6.8% | +7.8% |
| 1Y | +8.2% | -41.9% | +50.1% | +13.9% |
| 3Y | +67.8% | +106.8% | -39.0% | +47.8% |
| 5Y | +69.4% | +231.6% | -162.2% | +36.9% |
| 10Y | +117.5% | +258.4% | -140.9% | +65.1% |
| All | +122.3% | +132.6% | -10.3% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling