+100.5%
ENB vs SPG
+59.6%
+40.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | -0.3% | -1.7% | +1.3% | +0.2% |
| 30D | -1.1% | -6.3% | +5.2% | +0.8% |
| 3M | -8.5% | -2.4% | -6.0% | -7.9% |
| 6M | -4.5% | +9.6% | -14.2% | -7.4% |
| YTD | +9.1% | +14.2% | -5.1% | +4.4% |
| 1Y | +8.0% | +19.3% | -11.3% | +1.8% |
| 3Y | +77.8% | +106.7% | -28.9% | +39.5% |
| 5Y | +69.4% | +104.2% | -34.8% | +30.9% |
| 10Y | +100.5% | +63.7% | +36.8% | +66.0% |
| All | +100.5% | +59.6% | +40.9% | +66.0% |
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