-3.6%
SMR vs ENB
+51.3%
-54.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.1% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | +3.4% | -2.2% | +5.6% | +4.5% |
| 3M | -19.2% | -10.5% | -8.7% | -13.8% |
| 6M | -22.6% | -5.1% | -17.6% | -21.8% |
| YTD | -31.5% | +9.0% | -40.5% | -39.3% |
| 1Y | -73.1% | +8.2% | -81.3% | -76.2% |
| 3Y | +55.0% | +67.8% | -12.8% | -10.6% |
| All | -3.6% | +51.3% | -54.8% | -39.3% |
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 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