+233.7%
SMH vs ENB
+58.6%
+175.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +4.9% | +3.1% | +1.8% | +3.8% |
| 30D | -13.8% | +2.1% | -15.9% | -14.5% |
| 3M | -17.4% | -4.4% | -12.9% | -16.1% |
| 6M | -15.0% | -10.1% | -4.9% | -12.1% |
| YTD | +35.2% | +5.2% | +30.0% | +29.4% |
| 1Y | +41.6% | +4.2% | +37.4% | +36.0% |
| 3Y | +215.6% | +70.1% | +145.5% | +126.9% |
| All | +233.7% | +58.6% | +175.0% | +165.6% |
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