+4,437.1%
SNDK vs ENB
+14.8%
+4,422.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.7% |
| 7D | -6.1% | -4.7% | -1.5% | -7.1% |
| 30D | +21.5% | -5.9% | +27.4% | +20.0% |
| 3M | -13.2% | -14.2% | +1.1% | -16.0% |
| 6M | +149.2% | -8.6% | +157.8% | +145.4% |
| YTD | +588.1% | +3.9% | +584.2% | +587.7% |
| 1Y | +1,837.5% | +1.8% | +1,835.7% | +1,847.8% |
| All | +4,437.1% | +14.8% | +4,422.3% | +4,335.4% |
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 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