+70.8%
SAP vs ENB
+46.5%
+24.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.3% |
| 7D | -0.7% | -5.2% | +4.5% | +1.0% |
| 30D | +11.1% | +2.2% | +8.9% | +10.3% |
| 3M | +17.0% | -8.1% | +25.1% | +20.1% |
| 6M | +34.8% | -11.2% | +46.0% | +39.3% |
| YTD | -2.2% | +2.0% | -4.2% | -4.8% |
| 1Y | -6.4% | +4.1% | -10.5% | -9.7% |
| 3Y | +75.1% | +64.7% | +10.4% | +36.3% |
| All | +70.8% | +46.5% | +24.3% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling