-95.5%
SNDQ vs ENB
-4.5%
-91.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.8% | +11.8% | +10.7% |
| 7D | -20.4% | -4.6% | -15.8% | -17.5% |
| 30D | -54.5% | -5.2% | -49.3% | -52.6% |
| 3M | -79.1% | -13.4% | -65.7% | -76.3% |
| All | -95.5% | -4.5% | -91.0% | -96.2% |
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 · Available span rolling