+3.4%
SLB vs ENB
+72.2%
-68.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +3.5% | +3.1% | +0.4% | +2.0% |
| 30D | +6.5% | +2.1% | +4.4% | +5.5% |
| 3M | -0.2% | -4.4% | +4.2% | +1.8% |
| 6M | -5.7% | -10.1% | +4.3% | -0.9% |
| YTD | +36.8% | +5.2% | +31.7% | +33.9% |
| 1Y | +45.8% | +4.2% | +41.5% | +43.3% |
| 3Y | +3.4% | +70.1% | -66.7% | -23.0% |
| All | +3.4% | +72.2% | -68.8% | -23.0% |
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 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