+70.1%
ENB vs SITM
+423.6%
-353.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -6.0% | -3.9% |
| 7D | -4.6% | +4.8% | -9.4% | -4.6% |
| 30D | -5.2% | -9.7% | +4.5% | -5.1% |
| 3M | -13.4% | -9.3% | -4.1% | -13.4% |
| 6M | -7.8% | +69.5% | -77.3% | -9.4% |
| YTD | +4.9% | +70.5% | -65.6% | +2.9% |
| 1Y | +3.2% | +145.3% | -142.0% | +0.2% |
| All | +70.1% | +423.6% | -353.5% | +54.7% |
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