+79.0%
ENB vs SMTC
+556.3%
-477.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.6% |
| 7D | -0.5% | +22.9% | -23.4% | -0.9% |
| 30D | -0.2% | +16.6% | -16.8% | -0.6% |
| 3M | -7.5% | +2.4% | -9.9% | -7.8% |
| 6M | -4.1% | +98.3% | -102.4% | -6.0% |
| YTD | +9.8% | +120.7% | -110.9% | +7.3% |
| 1Y | +8.7% | +168.3% | -159.6% | +5.7% |
| 3Y | +79.0% | +571.7% | -492.7% | +66.1% |
| All | +79.0% | +556.3% | -477.3% | +66.1% |
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