+70.5%
ENB vs SMTC
+115.0%
-44.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.3% |
| 7D | -0.5% | +22.9% | -23.4% | -1.4% |
| 30D | -0.2% | +16.6% | -16.8% | -1.1% |
| 3M | -7.5% | +2.4% | -9.9% | -8.1% |
| 6M | -4.1% | +98.3% | -102.4% | -8.3% |
| YTD | +9.8% | +120.7% | -110.9% | +4.3% |
| 1Y | +8.7% | +168.3% | -159.6% | +1.9% |
| 3Y | +79.0% | +571.7% | -492.7% | +48.6% |
| All | +70.5% | +115.0% | -44.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling