+125.0%
SU vs ENB
+68.0%
+57.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.5% |
| 7D | +2.2% | -4.7% | +6.9% | +5.3% |
| 30D | +8.4% | -5.9% | +14.3% | +12.6% |
| 3M | +12.1% | -14.2% | +26.3% | +23.7% |
| 6M | +19.7% | -8.6% | +28.3% | +26.8% |
| YTD | +58.4% | +3.9% | +54.5% | +54.1% |
| 1Y | +67.2% | +1.8% | +65.4% | +64.7% |
| 3Y | +125.0% | +68.5% | +56.5% | +52.1% |
| All | +125.0% | +68.0% | +57.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling