+355.7%
SU vs ENB
+61.9%
+293.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +3.4% |
| 7D | +1.7% | -4.6% | +6.2% | +6.0% |
| 30D | +9.6% | -5.2% | +14.8% | +14.9% |
| 3M | +11.7% | -13.4% | +25.1% | +27.3% |
| 6M | +21.9% | -7.8% | +29.7% | +30.7% |
| YTD | +58.6% | +4.9% | +53.8% | +49.8% |
| 1Y | +66.5% | +3.2% | +63.3% | +59.3% |
| 3Y | +121.4% | +71.0% | +50.4% | +20.7% |
| 5Y | +355.7% | +64.0% | +291.7% | +152.9% |
| All | +355.7% | +61.9% | +293.8% | +152.9% |
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 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