+8,227.7%
ENB vs SPG
+5,968.7%
+2,259.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | +2.7% | -4.5% | -2.4% |
| 30D | +2.0% | +16.6% | -14.5% | -1.5% |
| 3M | -5.8% | +8.1% | -13.9% | -7.6% |
| 6M | -9.7% | +19.3% | -29.0% | -13.4% |
| YTD | +4.2% | +31.1% | -26.9% | -2.5% |
| 1Y | +3.2% | +32.8% | -29.5% | -3.7% |
| 3Y | +70.6% | +135.8% | -65.2% | +37.9% |
| 5Y | +55.1% | +85.1% | -29.9% | +31.0% |
| 10Y | +107.6% | +115.9% | -8.4% | +55.9% |
| All | +8,227.7% | +5,968.7% | +2,259.0% | +4,477.5% |
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 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