+8,139.1%
ENB vs SPG
+5,923.7%
+2,215.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | -3.7% | +5.1% | -8.7% | -4.8% |
| 30D | +1.7% | +16.8% | -15.1% | -1.9% |
| 3M | -6.3% | +5.7% | -11.9% | -7.6% |
| 6M | -9.2% | +17.8% | -27.0% | -12.7% |
| YTD | +3.1% | +30.1% | -27.0% | -3.3% |
| 1Y | +3.4% | +32.8% | -29.4% | -3.6% |
| 3Y | +68.9% | +137.2% | -68.3% | +36.3% |
| 5Y | +51.7% | +81.5% | -29.7% | +28.7% |
| 10Y | +98.3% | +116.5% | -18.2% | +48.9% |
| All | +8,139.1% | +5,923.7% | +2,215.4% | +4,436.5% |
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