-68.1%
SE vs ENB
+69.5%
-137.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -2.5% | -2.2% | -0.2% | -1.3% |
| 3M | +21.7% | -10.5% | +32.2% | +29.1% |
| 6M | +27.0% | -5.1% | +32.1% | +28.6% |
| YTD | -12.1% | +9.0% | -21.1% | -20.6% |
| 1Y | -40.9% | +8.2% | -49.1% | -46.6% |
| 3Y | +191.0% | +67.8% | +123.2% | +71.9% |
| All | -68.1% | +69.5% | -137.6% | -80.6% |
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 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