-4.1%
SAP vs ENB
+3.3%
-7.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.9% |
| 7D | +1.6% | -3.7% | +5.3% | +0.9% |
| 30D | +10.5% | +1.7% | +8.8% | +11.0% |
| 3M | +15.2% | -6.3% | +21.5% | +13.3% |
| 6M | +36.7% | -9.2% | +45.9% | +33.7% |
| YTD | -0.6% | +3.1% | -3.7% | +3.6% |
| All | -4.1% | +3.3% | -7.3% | +0.2% |
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 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