-78.0%
SE vs ENB
+46.5%
-124.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +1.6% |
| 7D | +2.0% | -5.2% | +7.2% | +5.1% |
| 30D | -20.0% | +2.2% | -22.2% | -21.2% |
| 3M | -31.8% | -8.1% | -23.7% | -28.7% |
| 6M | -15.9% | -11.2% | -4.7% | -11.4% |
| YTD | -40.6% | +2.0% | -42.6% | -44.4% |
| 1Y | -50.7% | +4.1% | -54.7% | -54.7% |
| 3Y | +70.3% | +64.7% | +5.6% | -0.3% |
| All | -78.0% | +46.5% | -124.5% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling