+23.2%
SYY vs ENB
+71.3%
-48.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.5% | +1.4% | -4.9% | -3.9% |
| 3M | -9.3% | -5.2% | -4.1% | -8.0% |
| 6M | +5.9% | -9.9% | +15.8% | +9.0% |
| YTD | +6.5% | +4.7% | +1.8% | +3.5% |
| 1Y | +4.0% | +2.8% | +1.3% | +1.8% |
| All | +23.2% | +71.3% | -48.1% | +1.4% |
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 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