-52.1%
SMR vs ENB
+45.3%
-97.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.3% | -8.1% |
| 7D | +10.3% | 0.0% | +10.3% | +10.0% |
| 30D | -25.7% | +1.4% | -27.1% | -26.6% |
| 3M | -49.7% | -5.2% | -44.6% | -48.2% |
| 6M | -59.8% | -9.9% | -49.9% | -57.7% |
| YTD | -66.0% | +4.7% | -70.6% | -69.0% |
| 1Y | -81.4% | +2.8% | -84.2% | -82.8% |
| 3Y | +130.6% | +71.3% | +59.3% | +30.1% |
| All | -52.1% | +45.3% | -97.4% | -69.0% |
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