+294.9%
SCHW vs ENB
+92.6%
+202.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -1.9% | -4.7% | +2.8% | +0.4% |
| 30D | -1.6% | -5.9% | +4.3% | +1.2% |
| 3M | +21.3% | -14.2% | +35.5% | +30.1% |
| 6M | +16.5% | -8.6% | +25.1% | +20.7% |
| YTD | +8.4% | +3.9% | +4.5% | +4.7% |
| 1Y | +15.6% | +1.8% | +13.8% | +12.7% |
| 3Y | +86.8% | +68.5% | +18.4% | +38.1% |
| 5Y | +60.5% | +62.4% | -1.9% | +19.8% |
| All | +294.9% | +92.6% | +202.3% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling