+236.6%
SAP vs ENB
+106.5%
+130.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +0.6% | +1.7% | -1.0% | 0.0% |
| 30D | +6.5% | +0.7% | +5.9% | +6.2% |
| 3M | +12.2% | -5.8% | +18.0% | +14.6% |
| 6M | +46.1% | -11.3% | +57.4% | +52.1% |
| YTD | -1.6% | +3.7% | -5.3% | -4.3% |
| 1Y | -5.1% | +2.8% | -7.9% | -7.4% |
| 3Y | +68.4% | +67.7% | +0.7% | +33.3% |
| 5Y | +79.4% | +57.1% | +22.3% | +44.8% |
| All | +236.6% | +106.5% | +130.1% | +131.2% |
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