+79.0%
ENB vs STLA
-65.4%
+144.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | -0.2% | -2.4% | +2.1% | -0.1% |
| 3M | -7.5% | -23.9% | +16.4% | -6.4% |
| 6M | -4.1% | -24.6% | +20.5% | -3.2% |
| YTD | +9.8% | -50.5% | +60.3% | +13.7% |
| 1Y | +8.7% | -39.8% | +48.5% | +10.3% |
| 3Y | +79.0% | -65.6% | +144.6% | +84.0% |
| All | +79.0% | -65.4% | +144.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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