+14,609.4%
SPGI vs ENB
+11,039.2%
+3,570.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.2% |
| 7D | +0.3% | -5.2% | +5.5% | +1.9% |
| 30D | +18.4% | +2.2% | +16.2% | +17.6% |
| 3M | +15.7% | -8.1% | +23.8% | +18.7% |
| 6M | +17.3% | -11.2% | +28.5% | +21.3% |
| YTD | -4.7% | +2.0% | -6.7% | -6.0% |
| 1Y | +1.8% | +4.1% | -2.3% | -0.2% |
| 3Y | +31.7% | +64.7% | -33.0% | +11.2% |
| 5Y | +12.1% | +46.6% | -34.5% | -2.1% |
| 10Y | +341.9% | +102.7% | +239.3% | +241.5% |
| All | +14,609.4% | +11,039.2% | +3,570.2% | +8,761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling