+4,901.1%
SNPS vs ENB
+10,220.8%
-5,319.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | -1.7% | -2.2% | +0.5% | -1.2% |
| 3M | -20.4% | -10.5% | -9.8% | -18.2% |
| 6M | -8.6% | -5.1% | -3.6% | -7.8% |
| YTD | -16.2% | +9.0% | -25.1% | -18.6% |
| 1Y | -34.6% | +8.2% | -42.8% | -36.5% |
| 3Y | -14.5% | +67.8% | -82.2% | -26.8% |
| 5Y | +17.0% | +69.4% | -52.4% | -0.5% |
| 10Y | +560.0% | +117.5% | +442.5% | +410.3% |
| All | +4,901.1% | +10,220.8% | -5,319.7% | +2,366.2% |
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 · 6 months rolling