+100.2%
ENB vs SM
+4.2%
+96.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.6% |
| 7D | -2.4% | -19.5% | +17.1% | +0.2% |
| 30D | +2.5% | -20.2% | +22.7% | +5.3% |
| 3M | -5.8% | -6.5% | +0.7% | -5.4% |
| 6M | -8.5% | +1.6% | -10.1% | -9.6% |
| YTD | +3.9% | +61.2% | -57.4% | -4.3% |
| 1Y | +3.7% | +65.4% | -61.7% | -4.9% |
| 3Y | +70.1% | -13.0% | +83.1% | +65.0% |
| 5Y | +53.2% | -4.3% | +57.5% | +42.1% |
| 10Y | +100.2% | +3.0% | +97.2% | +27.9% |
| All | +100.2% | +4.2% | +96.0% | +27.9% |
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