+5.5%
SNOW vs ENB
+71.0%
-65.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.9% | -0.5% | +5.4% | +5.2% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +39.5% | -7.5% | +47.0% | +43.6% |
| 6M | +85.9% | -4.1% | +90.0% | +86.7% |
| YTD | +52.9% | +9.8% | +43.1% | +42.1% |
| 1Y | +48.1% | +8.7% | +39.4% | +37.9% |
| 3Y | +102.2% | +79.0% | +23.2% | +34.9% |
| 5Y | +5.5% | +69.1% | -63.6% | -29.4% |
| All | +5.5% | +71.0% | -65.6% | -29.4% |
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