-6.0%
SAP vs ENB
+3.4%
-9.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +6.5% | +1.4% | +5.1% | +6.8% |
| 3M | +14.7% | -5.2% | +19.8% | +13.0% |
| 6M | +39.9% | -9.9% | +49.9% | +36.3% |
| YTD | -2.0% | +4.7% | -6.6% | +2.7% |
| 1Y | -6.0% | +2.8% | -8.8% | -1.1% |
| All | -6.0% | +3.4% | -9.4% | -1.1% |
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