+54.1%
SO vs ENB
+72.2%
-18.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +1.4% | +3.1% | -1.8% | -0.1% |
| 30D | +4.7% | +2.1% | +2.6% | +3.6% |
| 3M | +1.7% | -4.4% | +6.1% | +3.8% |
| 6M | +2.2% | -10.1% | +12.2% | +7.3% |
| YTD | +10.0% | +5.2% | +4.8% | +7.2% |
| 1Y | +6.0% | +4.2% | +1.8% | +3.7% |
| 3Y | +54.1% | +70.1% | -16.0% | +20.3% |
| All | +54.1% | +72.2% | -18.1% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling