+9,119.1%
ENB vs SIRI
-18.6%
+9,137.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.3% | -3.9% | +3.6% | -0.2% |
| 30D | -1.1% | -0.8% | -0.2% | -1.1% |
| 3M | -8.5% | +4.3% | -12.8% | -8.7% |
| 6M | -4.5% | +34.1% | -38.6% | -5.7% |
| YTD | +9.1% | +47.3% | -38.2% | +7.3% |
| 1Y | +8.0% | +22.9% | -15.0% | +6.9% |
| 3Y | +77.8% | -24.6% | +102.4% | +77.8% |
| 5Y | +69.4% | -43.2% | +112.5% | +70.1% |
| 10Y | +100.5% | -12.3% | +112.8% | +98.5% |
| All | +9,119.1% | -18.6% | +9,137.7% | +8,362.8% |
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