+12,756.9%
ENB vs SM
+1,608.3%
+11,148.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -2.2% | +26.3% | -28.5% | -5.5% |
| 3M | -10.5% | +8.7% | -19.2% | -11.9% |
| 6M | -5.1% | +51.7% | -56.7% | -11.3% |
| YTD | +9.0% | +99.0% | -90.1% | -2.3% |
| 1Y | +8.2% | +34.6% | -26.4% | +1.9% |
| 3Y | +67.8% | -7.8% | +75.5% | +61.7% |
| 5Y | +69.4% | +104.8% | -35.4% | +40.7% |
| 10Y | +117.5% | +7.2% | +110.3% | +44.2% |
| All | +12,756.9% | +1,608.3% | +11,148.6% | +7,827.5% |
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