+9,179.8%
ENB vs SIRI
-17.9%
+9,197.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | -0.5% | +4.3% | -4.7% | -0.6% |
| 30D | -0.2% | -2.8% | +2.6% | -0.1% |
| 3M | -7.5% | +5.9% | -13.4% | -7.8% |
| 6M | -4.1% | +31.9% | -36.1% | -5.2% |
| YTD | +9.8% | +48.7% | -38.8% | +8.0% |
| 1Y | +8.7% | +23.2% | -14.5% | +7.6% |
| 3Y | +79.0% | -23.9% | +102.9% | +78.9% |
| 5Y | +69.1% | -43.4% | +112.5% | +69.9% |
| 10Y | +96.5% | -13.6% | +110.1% | +94.7% |
| All | +9,179.8% | -17.9% | +9,197.7% | +8,415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling