+345.9%
ENB vs STLA
+178.7%
+167.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.7% |
| 30D | +2.5% | -4.9% | +7.4% | +3.0% |
| 3M | -5.8% | -23.7% | +17.9% | -2.4% |
| 6M | -8.5% | -45.0% | +36.5% | -0.7% |
| YTD | +3.9% | -60.9% | +64.8% | +17.8% |
| 1Y | +3.7% | -58.9% | +62.6% | +16.3% |
| 3Y | +70.1% | -74.4% | +144.5% | +100.9% |
| 5Y | +53.2% | -71.5% | +124.7% | +73.9% |
| 10Y | +100.2% | +5.3% | +95.0% | +85.8% |
| All | +345.9% | +178.7% | +167.1% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling