+8,606.7%
ENB vs SPG
+5,256.9%
+3,349.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -2.2% | -6.8% | +4.6% | -0.7% |
| 3M | -10.5% | +2.7% | -13.2% | -11.1% |
| 6M | -5.1% | +5.5% | -10.5% | -6.4% |
| YTD | +9.0% | +15.7% | -6.7% | +5.0% |
| 1Y | +8.2% | +20.9% | -12.7% | +3.2% |
| 3Y | +67.8% | +112.4% | -44.6% | +38.9% |
| 5Y | +69.4% | +101.4% | -32.0% | +40.4% |
| 10Y | +117.5% | +60.6% | +56.9% | +73.7% |
| All | +8,606.7% | +5,256.9% | +3,349.8% | +4,828.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling