+70.1%
ENB vs SITM
+318.4%
-248.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.5% |
| 7D | +3.1% | +6.6% | -3.5% | +3.1% |
| 30D | +2.1% | -15.3% | +17.4% | +2.3% |
| 3M | -4.4% | -35.4% | +31.0% | -4.0% |
| 6M | -10.1% | -46.8% | +36.7% | -9.5% |
| YTD | +5.2% | +25.9% | -20.7% | +3.8% |
| 1Y | +4.2% | +54.0% | -49.8% | +2.4% |
| 3Y | +70.1% | +315.6% | -245.5% | +60.1% |
| All | +70.1% | +318.4% | -248.3% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling