+48.6%
SRE vs ENB
+68.4%
-19.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +0.8% | -1.1% | +1.9% | +1.5% |
| 3M | -5.8% | -8.5% | +2.7% | -0.7% |
| 6M | -7.8% | -4.5% | -3.3% | -5.3% |
| YTD | -2.4% | +9.1% | -11.4% | -7.3% |
| 1Y | +8.9% | +8.0% | +0.9% | +3.9% |
| 3Y | +31.1% | +77.8% | -46.7% | -7.6% |
| 5Y | +48.6% | +69.4% | -20.8% | +6.2% |
| All | +48.6% | +68.4% | -19.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling