+88.5%
ENB vs SIRI
-10.2%
+98.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -4.7% | +0.6% | -5.2% | -4.7% |
| 30D | -5.9% | +2.5% | -8.4% | -6.3% |
| 3M | -14.2% | +6.6% | -20.9% | -15.4% |
| 6M | -8.6% | +32.9% | -41.5% | -13.2% |
| YTD | +3.9% | +50.5% | -46.6% | -3.6% |
| 1Y | +1.8% | +28.0% | -26.2% | -3.2% |
| 3Y | +68.5% | -22.4% | +90.9% | +68.4% |
| 5Y | +62.4% | -41.3% | +103.7% | +64.8% |
| All | +88.5% | -10.2% | +98.8% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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