+568.6%
SE vs ENB
+112.6%
+455.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -5.3% | -1.1% | -4.2% | -4.9% |
| 3M | +28.1% | -8.5% | +36.6% | +32.9% |
| 6M | +20.7% | -4.5% | +25.2% | +22.0% |
| YTD | -14.8% | +9.1% | -23.9% | -20.5% |
| 1Y | -43.6% | +8.0% | -51.5% | -47.2% |
| 3Y | +184.2% | +77.8% | +106.4% | +98.0% |
| 5Y | -66.3% | +69.4% | -135.7% | -75.1% |
| All | +568.6% | +112.6% | +455.9% | +338.3% |
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