+4,136.2%
SYY vs ENB
+11,386.8%
-7,250.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.3% | +3.1% | -2.8% | -0.5% |
| 30D | -4.8% | +2.1% | -6.9% | -5.3% |
| 3M | -7.1% | -4.4% | -2.6% | -6.1% |
| 6M | +6.8% | -10.1% | +16.8% | +9.4% |
| YTD | +7.7% | +5.2% | +2.5% | +5.9% |
| 1Y | +5.7% | +4.2% | +1.4% | +4.2% |
| 3Y | +24.6% | +70.1% | -45.5% | +8.4% |
| 5Y | +15.6% | +59.4% | -43.8% | +2.0% |
| 10Y | +87.9% | +109.5% | -21.6% | +54.5% |
| All | +4,136.2% | +11,386.8% | -7,250.7% | +2,585.5% |
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