+176.2%
SAP vs ENB
+103.5%
+72.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | +16.3% | -7.5% | +23.8% | +19.3% |
| 6M | +6.4% | -4.1% | +10.5% | +7.5% |
| YTD | -11.4% | +9.8% | -21.2% | -15.6% |
| 1Y | -20.4% | +8.7% | -29.1% | -23.9% |
| 3Y | +56.5% | +79.0% | -22.5% | +20.8% |
| 5Y | +56.8% | +69.1% | -12.3% | +23.1% |
| 10Y | +176.2% | +96.5% | +79.7% | +95.6% |
| All | +176.2% | +103.5% | +72.7% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling