+958.5%
SLB vs ENB
+11,799.4%
-10,840.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +15.8% | -2.2% | +18.1% | +17.1% |
| 3M | -0.3% | -10.5% | +10.2% | +5.5% |
| 6M | +21.3% | -5.1% | +26.4% | +24.6% |
| YTD | +52.3% | +9.0% | +43.3% | +45.1% |
| 1Y | +63.6% | +8.2% | +55.4% | +56.2% |
| 3Y | +3.8% | +67.8% | -64.0% | -21.9% |
| 5Y | +128.6% | +69.4% | +59.3% | +75.0% |
| 10Y | -3.1% | +117.5% | -120.6% | -32.2% |
| All | +958.5% | +11,799.4% | -10,840.9% | +308.4% |
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