-4.8%
SLB vs ENB
+103.5%
-108.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.8% |
| 30D | +13.6% | -0.2% | +13.8% | +13.6% |
| 3M | +1.5% | -7.5% | +9.0% | +8.5% |
| 6M | +23.0% | -4.1% | +27.2% | +27.3% |
| YTD | +51.2% | +9.8% | +41.4% | +37.5% |
| 1Y | +63.5% | +8.7% | +54.8% | +49.4% |
| 3Y | +2.5% | +79.0% | -76.5% | -42.4% |
| 5Y | +139.2% | +69.1% | +70.1% | +44.6% |
| 10Y | -4.8% | +96.5% | -101.3% | -50.0% |
| All | -4.8% | +103.5% | -108.2% | -50.0% |
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