-16.3%
SOUN vs ENB
+43.4%
-59.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.8% | -1.4% |
| 7D | -6.8% | -4.6% | -2.3% | -5.0% |
| 30D | -15.2% | -5.2% | -10.0% | -13.4% |
| 3M | -7.0% | -13.4% | +6.4% | -1.4% |
| 6M | -20.5% | -7.8% | -12.7% | -19.0% |
| YTD | -37.0% | +4.9% | -41.9% | -41.0% |
| 1Y | -55.3% | +3.2% | -58.6% | -57.8% |
| 3Y | +173.0% | +71.0% | +102.1% | +97.4% |
| All | -16.3% | +43.4% | -59.7% | -31.8% |
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