+64.7%
ENB vs SM
-20.0%
+84.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -5.2% | -25.9% | +20.7% | -3.2% |
| 30D | +2.2% | -15.1% | +17.3% | +3.3% |
| 3M | -8.1% | +4.9% | -12.9% | -8.6% |
| 6M | -11.2% | +6.1% | -17.3% | -11.9% |
| YTD | +2.0% | +63.4% | -61.4% | -2.2% |
| 1Y | +4.1% | +72.5% | -68.4% | -0.6% |
| 3Y | +64.7% | -16.9% | +81.6% | +60.1% |
| All | +64.7% | -20.0% | +84.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling