+186.3%
SE vs ENB
+79.0%
+107.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -2.5% | -2.2% | -0.2% | -2.3% |
| 3M | +21.7% | -10.5% | +32.2% | +23.0% |
| 6M | +27.0% | -5.1% | +32.1% | +26.6% |
| YTD | -12.1% | +9.0% | -21.1% | -16.2% |
| 1Y | -40.9% | +8.2% | -49.1% | -43.6% |
| All | +186.3% | +79.0% | +107.3% | +120.7% |
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