+61.1%
ENB vs SNY
+9.4%
+51.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.7% | -3.3% | -1.3% | -4.1% |
| 30D | -5.9% | -2.2% | -3.7% | -5.6% |
| 3M | -14.2% | -3.0% | -11.2% | -13.9% |
| 6M | -8.6% | +2.7% | -11.3% | -9.2% |
| YTD | +3.9% | -6.8% | +10.7% | +4.7% |
| 1Y | +1.8% | -5.3% | +7.1% | +2.2% |
| 3Y | +68.5% | -9.8% | +78.3% | +68.0% |
| All | +61.1% | +9.4% | +51.6% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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