+2,233.8%
SAP vs ENB
+7,726.2%
-5,492.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +9.0% | -2.2% | +11.2% | +9.9% |
| 3M | +14.9% | -10.5% | +25.5% | +19.5% |
| 6M | +11.9% | -5.1% | +17.0% | +13.5% |
| YTD | -9.9% | +9.0% | -18.9% | -13.8% |
| 1Y | -19.5% | +8.2% | -27.7% | -22.9% |
| 3Y | +61.8% | +67.8% | -6.0% | +29.2% |
| 5Y | +56.2% | +69.4% | -13.2% | +23.5% |
| 10Y | +180.6% | +117.5% | +63.1% | +91.9% |
| All | +2,233.8% | +7,726.2% | -5,492.4% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling