+6,268.1%
SO vs ENB
+11,039.2%
-4,771.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.6% |
| 7D | -1.5% | -5.2% | +3.7% | -0.4% |
| 30D | +8.1% | +2.2% | +5.9% | +7.6% |
| 3M | +0.2% | -8.1% | +8.3% | +1.8% |
| 6M | +0.4% | -11.2% | +11.6% | +2.7% |
| YTD | +8.5% | +2.0% | +6.5% | +8.1% |
| 1Y | +4.9% | +4.1% | +0.9% | +4.1% |
| 3Y | +47.9% | +64.7% | -16.8% | +34.6% |
| 5Y | +75.7% | +46.6% | +29.1% | +63.0% |
| 10Y | +178.0% | +102.7% | +75.3% | +139.4% |
| All | +6,268.1% | +11,039.2% | -4,771.1% | +3,991.5% |
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