+120.0%
SRE vs ENB
+94.4%
+25.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | +0.8% |
| 7D | -0.7% | -4.6% | +3.9% | +1.7% |
| 30D | -1.7% | -5.2% | +3.5% | +0.9% |
| 3M | -7.1% | -13.4% | +6.3% | -0.1% |
| 6M | -8.4% | -7.8% | -0.6% | -4.6% |
| YTD | -3.5% | +4.9% | -8.4% | -5.8% |
| 1Y | +5.4% | +3.2% | +2.1% | +3.6% |
| 3Y | +29.5% | +71.0% | -41.5% | -1.1% |
| 5Y | +48.3% | +64.0% | -15.7% | +15.0% |
| All | +120.0% | +94.4% | +25.6% | +53.3% |
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