+90.4%
ENB vs SGI
+266.5%
-176.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.3% |
| 7D | -4.6% | -4.9% | +0.4% | -3.7% |
| 30D | -5.2% | +1.6% | -6.8% | -5.6% |
| 3M | -13.4% | -3.2% | -10.2% | -13.3% |
| 6M | -7.8% | -16.0% | +8.2% | -6.0% |
| YTD | +4.9% | -25.4% | +30.3% | +9.0% |
| 1Y | +3.2% | -21.6% | +24.8% | +6.0% |
| 3Y | +71.0% | +52.9% | +18.1% | +52.0% |
| 5Y | +64.0% | +47.5% | +16.5% | +42.2% |
| All | +90.4% | +266.5% | -176.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling