+372.3%
SE vs ENB
+102.5%
+269.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.9% |
| 7D | 0.0% | -2.4% | +2.5% | +1.3% |
| 30D | -19.4% | +2.5% | -21.9% | -20.5% |
| 3M | -33.1% | -5.8% | -27.3% | -31.3% |
| 6M | -11.4% | -8.5% | -2.9% | -8.6% |
| YTD | -39.8% | +3.9% | -43.7% | -42.6% |
| 1Y | -50.5% | +3.7% | -54.2% | -52.8% |
| 3Y | +68.9% | +70.1% | -1.2% | +20.0% |
| 5Y | -77.1% | +53.2% | -130.3% | -82.3% |
| All | +372.3% | +102.5% | +269.8% | +216.6% |
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 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