+22,282.0%
SYK vs ENB
+11,355.1%
+10,926.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -0.9% |
| 7D | -12.3% | -4.6% | -7.8% | -11.3% |
| 30D | -22.4% | -5.2% | -17.2% | -21.4% |
| 3M | -12.3% | -13.4% | +1.0% | -9.0% |
| 6M | -24.3% | -7.8% | -16.5% | -22.8% |
| YTD | -22.8% | +4.9% | -27.7% | -24.0% |
| 1Y | -28.8% | +3.2% | -32.0% | -29.7% |
| 3Y | -4.0% | +71.0% | -75.0% | -17.5% |
| 5Y | +3.8% | +64.0% | -60.1% | -9.8% |
| 10Y | +172.8% | +92.8% | +80.0% | +122.4% |
| All | +22,282.0% | +11,355.1% | +10,926.9% | +13,595.1% |
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 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