+818.8%
SLB vs ENB
+11,039.2%
-10,220.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.9% |
| 7D | -7.1% | -5.2% | -1.9% | -4.5% |
| 30D | +4.1% | +2.2% | +1.9% | +2.9% |
| 3M | -2.6% | -8.1% | +5.4% | +1.6% |
| 6M | -8.6% | -11.2% | +2.6% | -2.9% |
| YTD | +32.2% | +2.0% | +30.2% | +30.3% |
| 1Y | +40.7% | +4.1% | +36.6% | +37.0% |
| 3Y | -4.5% | +64.7% | -69.3% | -27.3% |
| 5Y | +66.4% | +46.6% | +19.8% | +36.8% |
| 10Y | -15.1% | +102.7% | -117.8% | -38.4% |
| All | +818.8% | +11,039.2% | -10,220.4% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling