+61,756.5%
SU vs ENB
+11,892.0%
+49,864.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | 0.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.4% |
| 30D | +13.7% | -0.2% | +13.9% | +13.8% |
| 3M | +8.0% | -7.5% | +15.5% | +17.6% |
| 6M | +21.0% | -4.1% | +25.1% | +26.0% |
| YTD | +56.2% | +9.8% | +46.4% | +39.1% |
| 1Y | +72.2% | +8.7% | +63.5% | +54.7% |
| 3Y | +118.1% | +79.0% | +39.1% | +8.5% |
| 5Y | +350.3% | +69.1% | +281.2% | +141.8% |
| 10Y | +248.5% | +96.5% | +152.0% | +49.1% |
| All | +61,756.5% | +11,892.0% | +49,864.5% | -97.4% |
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