+70.3%
SE vs ENB
+63.8%
+6.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.2% |
| 7D | +2.0% | -5.2% | +7.2% | +2.1% |
| 30D | -20.0% | +2.2% | -22.2% | -20.0% |
| 3M | -31.8% | -8.1% | -23.7% | -31.6% |
| 6M | -15.9% | -11.2% | -4.7% | -16.0% |
| YTD | -40.6% | +2.0% | -42.6% | -43.0% |
| 1Y | -50.7% | +4.1% | -54.7% | -53.1% |
| 3Y | +70.3% | +64.7% | +5.6% | +48.4% |
| All | +70.3% | +63.8% | +6.5% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling