+1,061.7%
SMH vs ENB
+2,646.1%
-1,584.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +4.9% | +3.1% | +1.8% | +3.7% |
| 30D | -13.8% | +2.1% | -15.9% | -14.6% |
| 3M | -17.4% | -4.4% | -12.9% | -16.1% |
| 6M | -15.0% | -10.1% | -4.9% | -12.0% |
| YTD | +35.2% | +5.2% | +30.0% | +30.8% |
| 1Y | +41.6% | +4.2% | +37.4% | +37.4% |
| 3Y | +215.6% | +70.1% | +145.5% | +147.6% |
| 5Y | +233.2% | +59.4% | +173.8% | +168.2% |
| 10Y | +1,458.7% | +109.5% | +1,349.2% | +984.1% |
| All | +1,061.7% | +2,646.1% | -1,584.5% | +368.8% |
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