+9.4%
ENB vs SPG
+34.3%
-24.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.8% |
| 7D | +0.5% | +8.2% | -7.7% | -0.9% |
| 30D | +6.0% | +13.5% | -7.5% | +3.6% |
| 3M | -7.4% | +2.2% | -9.6% | -8.0% |
| 6M | -8.5% | +15.9% | -24.3% | -10.6% |
| YTD | +6.1% | +27.6% | -21.5% | +1.5% |
| 1Y | +9.4% | +30.9% | -21.5% | +4.2% |
| All | +9.4% | +34.3% | -24.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling