+100.5%
ENB vs SM
+16.0%
+84.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.1% | +20.3% | -21.4% | -3.6% |
| 3M | -8.5% | +22.9% | -31.4% | -11.3% |
| 6M | -4.5% | +47.8% | -52.4% | -10.3% |
| YTD | +9.1% | +107.5% | -98.4% | -2.4% |
| 1Y | +8.0% | +51.7% | -43.8% | +0.3% |
| 3Y | +77.8% | -0.9% | +78.7% | +70.1% |
| 5Y | +69.4% | +112.2% | -42.9% | +41.0% |
| 10Y | +100.5% | +20.3% | +80.1% | +27.1% |
| All | +100.5% | +16.0% | +84.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling