+66.1%
ENB vs SN
+496.6%
-430.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.2% | -5.6% | +5.4% | 0.0% |
| 3M | -7.5% | +48.1% | -55.6% | -9.1% |
| 6M | -4.1% | +57.6% | -61.8% | -6.1% |
| YTD | +9.8% | +56.5% | -46.7% | +7.5% |
| 1Y | +8.7% | +52.6% | -43.9% | +6.4% |
| 3Y | +79.0% | +412.0% | -333.0% | +60.7% |
| All | +66.1% | +496.6% | -430.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling