+226.8%
SOXX vs ENB
+68.0%
+158.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | +1.4% | -4.7% | +6.0% | +1.8% |
| 30D | -3.6% | -5.9% | +2.3% | -3.0% |
| 3M | -10.2% | -14.2% | +4.1% | -8.7% |
| 6M | +54.2% | -8.6% | +62.8% | +54.6% |
| YTD | +75.2% | +3.9% | +71.3% | +70.9% |
| 1Y | +107.5% | +1.8% | +105.7% | +103.2% |
| 3Y | +226.8% | +68.5% | +158.3% | +178.9% |
| All | +226.8% | +68.0% | +158.7% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling