+192.9%
SO vs ENB
+108.4%
+84.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +4.9% | +1.4% | +3.6% | +4.4% |
| 3M | +0.8% | -5.2% | +6.0% | +2.6% |
| 6M | +0.6% | -9.9% | +10.5% | +4.3% |
| YTD | +8.7% | +4.7% | +4.0% | +6.8% |
| 1Y | +4.0% | +2.8% | +1.2% | +2.8% |
| 3Y | +50.6% | +71.3% | -20.7% | +24.0% |
| 5Y | +77.5% | +58.6% | +18.9% | +49.3% |
| All | +192.9% | +108.4% | +84.5% | +114.3% |
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