+113.9%
SOXX vs ENB
+7.5%
+106.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -2.0% | -2.2% | +0.2% | -2.5% |
| 3M | -13.7% | -10.5% | -3.2% | -15.2% |
| 6M | +52.4% | -5.1% | +57.4% | +49.7% |
| YTD | +72.8% | +9.0% | +63.9% | +73.4% |
| 1Y | +113.9% | +8.2% | +105.7% | +116.6% |
| All | +113.9% | +7.5% | +106.4% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling