+59.6%
SCHW vs ENB
+63.1%
-3.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +2.3% |
| 7D | -2.8% | -4.6% | +1.8% | -1.0% |
| 30D | -0.1% | -5.2% | +5.2% | +2.0% |
| 3M | +20.6% | -13.4% | +34.0% | +27.5% |
| 6M | +15.9% | -7.8% | +23.8% | +18.9% |
| YTD | +8.5% | +4.9% | +3.6% | +4.1% |
| 1Y | +17.8% | +3.2% | +14.6% | +13.8% |
| 3Y | +88.5% | +71.0% | +17.6% | +36.4% |
| All | +59.6% | +63.1% | -3.5% | +12.6% |
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 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