-13.6%
SOUN vs ENB
+49.2%
-62.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -13.1% | -1.1% | -12.1% | -12.8% |
| 3M | -7.7% | -8.5% | +0.8% | -4.7% |
| 6M | -21.2% | -4.5% | -16.6% | -20.8% |
| YTD | -35.0% | +9.1% | -44.1% | -40.2% |
| 1Y | -56.4% | +8.0% | -64.3% | -59.6% |
| 3Y | +181.7% | +77.8% | +103.9% | +100.3% |
| All | -13.6% | +49.2% | -62.8% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling