+2.9%
ENB vs SUI
-2.2%
+5.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -2.4% | +3.4% | -5.8% | -3.0% |
| 30D | +2.5% | +4.6% | -2.1% | +1.5% |
| 3M | -5.8% | +1.6% | -7.4% | -6.3% |
| 6M | -8.5% | -3.5% | -5.0% | -8.0% |
| YTD | +3.9% | -1.0% | +4.9% | +4.3% |
| All | +2.9% | -2.2% | +5.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling