+113.5%
ENB vs SUI
+123.0%
-9.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +3.1% | -1.5% | +4.6% | +3.6% |
| 30D | +2.1% | +3.7% | -1.6% | +0.6% |
| 3M | -4.4% | -0.4% | -4.0% | -4.6% |
| 6M | -10.1% | -2.8% | -7.3% | -9.6% |
| YTD | +5.2% | -1.6% | +6.8% | +5.0% |
| 1Y | +4.2% | -2.1% | +6.3% | +4.2% |
| 3Y | +70.1% | +18.5% | +51.6% | +55.4% |
| 5Y | +59.4% | -26.5% | +85.9% | +71.3% |
| All | +113.5% | +123.0% | -9.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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