+11,935.6%
ENB vs SM
+1,302.7%
+10,632.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -5.2% | -25.9% | +20.7% | -1.4% |
| 30D | +2.2% | -15.1% | +17.3% | +4.2% |
| 3M | -8.1% | +4.9% | -12.9% | -9.2% |
| 6M | -11.2% | +6.1% | -17.3% | -12.8% |
| YTD | +2.0% | +63.4% | -61.4% | -6.4% |
| 1Y | +4.1% | +72.5% | -68.4% | -5.4% |
| 3Y | +64.7% | -16.9% | +81.6% | +60.6% |
| 5Y | +46.6% | -10.6% | +57.2% | +36.7% |
| 10Y | +102.7% | +11.3% | +91.4% | +33.4% |
| All | +11,935.6% | +1,302.7% | +10,632.9% | +7,493.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling