-19.5%
SAP vs ENB
+7.5%
-27.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -3.0% |
| 30D | +9.0% | -2.2% | +11.2% | +8.5% |
| 3M | +14.9% | -10.5% | +25.5% | +12.4% |
| 6M | +11.9% | -5.1% | +17.0% | +10.6% |
| YTD | -9.9% | +9.0% | -18.9% | -6.9% |
| 1Y | -19.5% | +8.2% | -27.7% | -17.3% |
| All | -19.5% | +7.5% | -27.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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