+1,507.7%
SRE vs ENB
+3,167.2%
-1,659.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -0.7% | -2.2% | +1.5% | +0.1% |
| 3M | -6.3% | -10.5% | +4.2% | -2.6% |
| 6M | -10.7% | -5.1% | -5.6% | -9.0% |
| YTD | -3.5% | +9.0% | -12.4% | -6.3% |
| 1Y | +5.3% | +8.2% | -2.9% | +2.4% |
| 3Y | +31.8% | +67.8% | -36.0% | +10.1% |
| 5Y | +47.4% | +69.4% | -22.0% | +22.6% |
| 10Y | +120.6% | +117.5% | +3.0% | +65.2% |
| All | +1,507.7% | +3,167.2% | -1,659.4% | +622.7% |
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