+5,976.4%
SO vs ENB
+11,799.4%
-5,823.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | -4.6% | -2.2% | -2.3% | -4.2% |
| 3M | -3.0% | -10.5% | +7.5% | -1.0% |
| 6M | -8.3% | -5.1% | -3.2% | -7.4% |
| YTD | +3.5% | +9.0% | -5.4% | +1.8% |
| 1Y | -0.9% | +8.2% | -9.1% | -2.4% |
| 3Y | +45.4% | +67.8% | -22.4% | +31.7% |
| 5Y | +59.6% | +69.4% | -9.8% | +44.3% |
| 10Y | +156.6% | +117.5% | +39.1% | +118.0% |
| All | +5,976.4% | +11,799.4% | -5,823.0% | +3,755.2% |
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