+155.9%
SO vs ENB
+103.5%
+52.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | -1.7% | -7.5% | +5.8% | +1.0% |
| 6M | -7.2% | -4.1% | -3.1% | -5.9% |
| YTD | +4.6% | +9.8% | -5.2% | +1.0% |
| 1Y | +1.2% | +8.7% | -7.5% | -1.9% |
| 3Y | +45.3% | +79.0% | -33.7% | +17.8% |
| 5Y | +58.7% | +69.1% | -10.4% | +30.5% |
| 10Y | +155.9% | +96.5% | +59.4% | +93.6% |
| All | +155.9% | +103.5% | +52.4% | +93.6% |
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