+110.9%
SNOW vs ENB
+79.0%
+32.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.4% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +6.4% | -2.2% | +8.7% | +6.5% |
| 3M | +38.1% | -10.5% | +48.6% | +39.0% |
| 6M | +100.4% | -5.1% | +105.5% | +99.8% |
| YTD | +53.7% | +9.0% | +44.8% | +47.4% |
| 1Y | +52.0% | +8.2% | +43.7% | +45.7% |
| All | +110.9% | +79.0% | +32.0% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling