+11,799.4%
ENB vs SMTC
+62,999.7%
-51,200.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.3% |
| 7D | -0.2% | +12.7% | -13.0% | -0.8% |
| 30D | -2.2% | +22.0% | -24.2% | -3.3% |
| 3M | -10.5% | -12.7% | +2.2% | -10.5% |
| 6M | -5.1% | +64.8% | -69.8% | -8.0% |
| YTD | +9.0% | +100.7% | -91.7% | +4.5% |
| 1Y | +8.2% | +146.9% | -138.7% | +2.6% |
| 3Y | +67.8% | +456.8% | -389.1% | +48.9% |
| 5Y | +69.4% | +89.2% | -19.9% | +56.4% |
| 10Y | +117.5% | +426.9% | -309.3% | +91.3% |
| All | +11,799.4% | +62,999.7% | -51,200.4% | +10,534.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling