+113.5%
ENB vs SPG
+113.9%
-0.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.1% | +2.0% | +1.1% | +2.5% |
| 30D | +2.1% | +17.2% | -15.1% | -2.7% |
| 3M | -4.4% | +6.3% | -10.8% | -6.3% |
| 6M | -10.1% | +18.7% | -28.7% | -14.7% |
| YTD | +5.2% | +30.1% | -24.9% | -3.3% |
| 1Y | +4.2% | +32.8% | -28.5% | -4.8% |
| 3Y | +70.1% | +133.6% | -63.5% | +28.6% |
| 5Y | +59.4% | +84.4% | -25.0% | +27.2% |
| All | +113.5% | +113.9% | -0.4% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling