+111.5%
SYY vs ENB
+94.4%
+17.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +3.0% |
| 7D | +1.5% | -4.6% | +6.1% | +4.0% |
| 30D | -2.3% | -5.2% | +2.9% | +0.4% |
| 3M | +5.5% | -13.4% | +18.9% | +13.7% |
| 6M | -1.0% | -7.8% | +6.8% | +2.8% |
| YTD | +14.1% | +4.9% | +9.2% | +10.0% |
| 1Y | +5.6% | +3.2% | +2.3% | +2.5% |
| 3Y | +27.9% | +71.0% | -43.1% | -8.3% |
| 5Y | +22.7% | +64.0% | -41.3% | -11.3% |
| All | +111.5% | +94.4% | +17.1% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling