+69.1%
ENB vs SM
+111.2%
-42.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -0.2% | +31.5% | -31.7% | -4.0% |
| 3M | -7.5% | +17.3% | -24.8% | -9.9% |
| 6M | -4.1% | +48.5% | -52.7% | -10.0% |
| YTD | +9.8% | +106.3% | -96.5% | -1.9% |
| 1Y | +8.7% | +47.3% | -38.6% | +1.4% |
| 3Y | +79.0% | -1.4% | +80.4% | +72.3% |
| 5Y | +69.1% | +114.0% | -45.0% | +40.9% |
| All | +69.1% | +111.2% | -42.1% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling