+295.5%
SPGI vs ENB
+103.5%
+192.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +5.4% | -0.2% | +5.6% | +5.5% |
| 3M | +9.0% | -7.5% | +16.6% | +12.7% |
| 6M | +0.8% | -4.1% | +4.9% | +2.1% |
| YTD | -12.6% | +9.8% | -22.4% | -17.5% |
| 1Y | -16.1% | +8.7% | -24.8% | -20.6% |
| 3Y | +19.0% | +79.0% | -60.0% | -13.0% |
| 5Y | +5.1% | +69.1% | -64.0% | -21.7% |
| 10Y | +295.5% | +96.5% | +199.0% | +154.8% |
| All | +295.5% | +103.5% | +192.0% | +154.8% |
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