+64.0%
ENB vs SIRI
-42.5%
+106.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -3.9% |
| 7D | -4.6% | -3.0% | -1.6% | -4.4% |
| 30D | -5.2% | +1.3% | -6.5% | -5.3% |
| 3M | -13.4% | +5.6% | -19.0% | -13.8% |
| 6M | -7.8% | +35.2% | -43.0% | -9.9% |
| YTD | +4.9% | +49.1% | -44.2% | +1.6% |
| 1Y | +3.2% | +26.8% | -23.5% | +1.1% |
| 3Y | +71.0% | -23.7% | +94.6% | +71.9% |
| 5Y | +64.0% | -41.8% | +105.8% | +71.7% |
| All | +64.0% | -42.5% | +106.5% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling