+4,088.9%
SYY vs ENB
+11,329.0%
-7,240.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 6M | +5.9% | -9.9% | +15.8% | +8.4% |
| YTD | +6.5% | +4.7% | +1.8% | +4.9% |
| 1Y | +4.0% | +2.8% | +1.3% | +2.9% |
| 3Y | +23.0% | +71.3% | -48.3% | +6.8% |
| 5Y | +14.3% | +58.6% | -44.3% | +1.0% |
| 10Y | +85.8% | +108.5% | -22.6% | +53.0% |
| All | +4,088.9% | +11,329.0% | -7,240.1% | +2,558.8% |
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