+2.8%
ENB vs SPG
+33.2%
-30.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | +0.7% | +17.2% | -16.6% | -2.1% |
| 3M | -5.8% | +6.3% | -12.1% | -7.0% |
| 6M | -11.3% | +18.7% | -30.0% | -13.6% |
| YTD | +3.7% | +30.1% | -26.4% | -0.9% |
| 1Y | +2.8% | +32.8% | -30.0% | -2.2% |
| All | +2.8% | +33.2% | -30.4% | -2.2% |
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