+98.0%
ENB vs SGI
+278.2%
-180.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -1.1% | +5.5% | -6.6% | -2.1% |
| 3M | -8.5% | -3.6% | -4.9% | -8.3% |
| 6M | -4.5% | -15.0% | +10.5% | -2.8% |
| YTD | +9.1% | -23.0% | +32.1% | +12.7% |
| 1Y | +8.0% | -18.4% | +26.4% | +10.1% |
| 3Y | +77.8% | +57.8% | +20.1% | +57.3% |
| 5Y | +69.4% | +51.5% | +17.9% | +46.2% |
| All | +98.0% | +278.2% | -180.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling