+1,409.0%
SRE vs ENB
+3,025.0%
-1,616.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -5.6% | -1.8% | -3.9% | -5.0% |
| 30D | -4.5% | +2.0% | -6.5% | -5.1% |
| 3M | -7.7% | -5.8% | -1.9% | -5.8% |
| 6M | -14.4% | -9.7% | -4.7% | -11.3% |
| YTD | -9.4% | +4.2% | -13.6% | -10.7% |
| 1Y | -13.8% | +3.2% | -17.1% | -14.8% |
| 3Y | +22.2% | +70.6% | -48.4% | +1.6% |
| 5Y | +50.5% | +55.1% | -4.7% | +28.9% |
| 10Y | +124.1% | +107.6% | +16.5% | +70.6% |
| All | +1,409.0% | +3,025.0% | -1,616.0% | +588.9% |
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