+363.5%
SE vs ENB
+102.1%
+261.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -0.5% | +1.7% | -2.2% | -1.3% |
| 30D | -20.9% | +0.7% | -21.6% | -21.3% |
| 3M | -38.9% | -5.8% | -33.1% | -37.3% |
| 6M | -19.4% | -11.3% | -8.1% | -15.5% |
| YTD | -40.9% | +3.7% | -44.6% | -43.6% |
| 1Y | -46.2% | +2.8% | -49.0% | -48.4% |
| 3Y | +63.7% | +67.7% | -4.0% | +17.3% |
| 5Y | -77.9% | +57.1% | -135.1% | -83.1% |
| All | +363.5% | +102.1% | +261.4% | +210.9% |
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