+30.5%
SNOW vs ENB
+134.1%
-103.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +8.4% | -0.3% | +8.7% | +8.6% |
| 30D | -1.0% | -1.1% | +0.1% | -0.6% |
| 3M | +38.3% | -8.5% | +46.8% | +43.2% |
| 6M | +81.3% | -4.5% | +85.8% | +82.6% |
| YTD | +51.1% | +9.1% | +42.0% | +41.1% |
| 1Y | +47.0% | +8.0% | +39.0% | +37.5% |
| 3Y | +99.7% | +77.8% | +21.9% | +36.6% |
| 5Y | +3.6% | +69.4% | -65.8% | -26.1% |
| All | +30.5% | +134.1% | -103.5% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling