+86.8%
SMH vs ENB
+3.8%
+83.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -3.2% |
| 7D | +1.4% | -4.6% | +5.9% | +0.4% |
| 30D | -2.2% | -5.2% | +3.0% | -3.2% |
| 3M | -1.9% | -13.4% | +11.5% | -4.3% |
| 6M | +41.0% | -7.8% | +48.8% | +38.1% |
| YTD | +55.6% | +4.9% | +50.7% | +55.6% |
| 1Y | +86.8% | +3.2% | +83.6% | +88.1% |
| All | +86.8% | +3.8% | +83.1% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling