+14.3%
SYY vs ENB
+55.5%
-41.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.5% | +1.4% | -4.9% | -4.1% |
| 3M | -9.3% | -5.2% | -4.1% | -7.5% |
| 6M | +5.9% | -9.9% | +15.8% | +10.0% |
| YTD | +6.5% | +4.7% | +1.8% | +3.2% |
| 1Y | +4.0% | +2.8% | +1.3% | +1.6% |
| 3Y | +23.0% | +71.3% | -48.3% | -6.4% |
| 5Y | +14.3% | +58.6% | -44.3% | -11.4% |
| All | +14.3% | +55.5% | -41.1% | -11.4% |
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 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