+194.9%
SO vs ENB
+99.3%
+95.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.8% |
| 30D | +8.7% | +2.5% | +6.2% | +7.7% |
| 3M | +3.4% | -5.8% | +9.2% | +5.5% |
| 6M | +3.7% | -8.5% | +12.2% | +6.9% |
| YTD | +10.0% | +3.9% | +6.1% | +8.4% |
| 1Y | +6.6% | +3.7% | +2.9% | +5.1% |
| 3Y | +52.5% | +70.1% | -17.6% | +26.0% |
| 5Y | +76.1% | +53.2% | +22.9% | +49.8% |
| 10Y | +194.9% | +100.2% | +94.7% | +119.7% |
| All | +194.9% | +99.3% | +95.6% | +119.7% |
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