+64.8%
ENB vs SN
+490.7%
-425.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | -0.2% | -9.3% | +9.1% | +0.1% |
| 30D | -2.2% | -4.8% | +2.6% | -2.1% |
| 3M | -10.5% | +40.4% | -50.9% | -11.8% |
| 6M | -5.1% | +50.9% | -56.0% | -6.9% |
| YTD | +9.0% | +54.9% | -46.0% | +6.7% |
| 1Y | +8.2% | +43.0% | -34.8% | +6.2% |
| 3Y | +67.8% | +391.8% | -324.1% | +50.8% |
| All | +64.8% | +490.7% | -425.8% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling