+80.7%
SAP vs ENB
+58.6%
+22.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.6% | +3.1% | -2.5% | -0.4% |
| 30D | +6.5% | +2.1% | +4.4% | +5.8% |
| 3M | +12.2% | -4.4% | +16.7% | +13.7% |
| 6M | +46.1% | -10.1% | +56.1% | +50.5% |
| YTD | -1.6% | +5.2% | -6.8% | -5.1% |
| 1Y | -5.1% | +4.2% | -9.4% | -8.2% |
| 3Y | +68.4% | +70.1% | -1.7% | +29.9% |
| All | +80.7% | +58.6% | +22.1% | +46.1% |
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 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