+222.9%
SAP vs ENB
+99.8%
+123.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +1.6% | -3.7% | +5.3% | +3.1% |
| 30D | +10.5% | +1.7% | +8.8% | +9.8% |
| 3M | +15.2% | -6.3% | +21.5% | +17.8% |
| 6M | +36.7% | -9.2% | +45.9% | +41.0% |
| YTD | -0.6% | +3.1% | -3.7% | -3.1% |
| 1Y | -4.1% | +3.4% | -7.5% | -6.7% |
| 3Y | +73.2% | +68.9% | +4.3% | +36.6% |
| 5Y | +74.1% | +51.7% | +22.4% | +42.4% |
| 10Y | +222.9% | +98.3% | +124.6% | +127.0% |
| All | +222.9% | +99.8% | +123.1% | +127.0% |
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