+1,253.2%
SMH vs ENB
+2,744.8%
-1,491.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -0.5% | -2.2% | +1.8% | +0.3% |
| 3M | -9.6% | -10.5% | +0.9% | -6.0% |
| 6M | +42.1% | -5.1% | +47.1% | +44.1% |
| YTD | +57.4% | +9.0% | +48.5% | +50.5% |
| 1Y | +96.2% | +8.2% | +88.0% | +87.8% |
| 3Y | +267.9% | +67.8% | +200.2% | +190.5% |
| 5Y | +327.7% | +69.4% | +258.3% | +236.1% |
| 10Y | +1,764.6% | +117.5% | +1,647.1% | +1,176.5% |
| All | +1,253.2% | +2,744.8% | -1,491.5% | +439.4% |
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