+68.0%
ENB vs SMTC
+690.9%
-622.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -2.4% | -10.9% | +8.5% | -2.3% |
| 30D | +2.5% | -39.4% | +41.9% | +3.2% |
| 3M | -5.8% | -13.5% | +7.8% | -5.8% |
| 6M | -8.5% | -6.8% | -1.7% | -8.9% |
| YTD | +3.9% | +54.0% | -50.1% | +2.3% |
| 1Y | +3.7% | +50.8% | -47.1% | +2.2% |
| All | +68.0% | +690.9% | -622.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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