+9.4%
ENB vs SITM
+47.5%
-38.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.0% | -0.4% |
| 7D | +0.5% | -19.5% | +20.0% | +0.3% |
| 30D | +6.0% | -43.2% | +49.2% | +5.6% |
| 3M | -7.4% | -30.8% | +23.4% | -7.6% |
| 6M | -8.5% | -28.6% | +20.1% | -9.1% |
| YTD | +6.1% | +14.2% | -8.1% | +4.7% |
| 1Y | +9.4% | +44.4% | -35.0% | +8.4% |
| All | +9.4% | +47.5% | -38.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling