+70.1%
ENB vs SHAK
-5.6%
+75.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.8% | -3.8% |
| 7D | -4.6% | -11.0% | +6.4% | -4.4% |
| 30D | -5.2% | -14.0% | +8.8% | -5.0% |
| 3M | -13.4% | +13.3% | -26.6% | -13.7% |
| 6M | -7.8% | -35.3% | +27.5% | -6.9% |
| YTD | +4.9% | -24.0% | +28.9% | +5.2% |
| 1Y | +3.2% | -36.7% | +40.0% | +4.3% |
| All | +70.1% | -5.6% | +75.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling