+69.1%
ENB vs STLA
-62.5%
+131.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -0.2% | -2.4% | +2.1% | 0.0% |
| 3M | -7.5% | -23.9% | +16.4% | -4.8% |
| 6M | -4.1% | -24.6% | +20.5% | -1.7% |
| YTD | +9.8% | -50.5% | +60.3% | +18.5% |
| 1Y | +8.7% | -39.8% | +48.5% | +12.9% |
| 3Y | +79.0% | -65.6% | +144.6% | +100.8% |
| 5Y | +69.1% | -62.1% | +131.2% | +75.4% |
| All | +69.1% | -62.5% | +131.6% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling