+62.4%
SAP vs ENB
+67.6%
-5.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +9.0% | -2.2% | +11.2% | +9.3% |
| 3M | +14.9% | -10.5% | +25.5% | +16.8% |
| 6M | +11.9% | -5.1% | +17.0% | +12.3% |
| YTD | -9.9% | +9.0% | -18.9% | -12.6% |
| 1Y | -19.5% | +8.2% | -27.7% | -21.8% |
| All | +62.4% | +67.6% | -5.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling