+54.3%
ENB vs SN
+659.6%
-605.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.6% |
| 7D | -5.2% | +7.2% | -12.4% | -5.4% |
| 30D | +2.2% | +20.4% | -18.2% | +1.5% |
| 3M | -8.1% | +23.9% | -32.0% | -8.8% |
| 6M | -11.2% | +93.0% | -104.2% | -13.6% |
| YTD | +2.0% | +99.2% | -97.2% | -1.1% |
| 1Y | +4.1% | +142.6% | -138.5% | -0.1% |
| 3Y | +64.7% | +398.8% | -334.1% | +48.3% |
| All | +54.3% | +659.6% | -605.3% | +37.6% |
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