+327.2%
SMH vs ENB
+61.6%
+265.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.8% |
| 7D | +0.3% | -4.7% | +4.9% | +2.0% |
| 30D | -2.8% | -5.9% | +3.1% | -0.7% |
| 3M | -6.7% | -14.2% | +7.5% | -1.5% |
| 6M | +41.8% | -8.6% | +50.4% | +45.3% |
| YTD | +57.9% | +3.9% | +54.0% | +52.2% |
| 1Y | +87.6% | +1.8% | +85.8% | +82.2% |
| 3Y | +282.9% | +68.5% | +214.4% | +178.7% |
| All | +327.2% | +61.6% | +265.6% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling