+337.7%
ENB vs STLA
+189.9%
+147.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -5.2% | -4.5% | -0.7% | -4.6% |
| 30D | +2.2% | -3.9% | +6.1% | +2.6% |
| 3M | -8.1% | -20.2% | +12.1% | -5.4% |
| 6M | -11.2% | -42.2% | +31.0% | -4.3% |
| YTD | +2.0% | -59.3% | +61.3% | +14.9% |
| 1Y | +4.1% | -56.1% | +60.1% | +15.5% |
| 3Y | +64.7% | -73.7% | +138.4% | +93.8% |
| 5Y | +46.6% | -70.3% | +116.9% | +65.3% |
| 10Y | +102.7% | +23.1% | +79.6% | +85.2% |
| All | +337.7% | +189.9% | +147.9% | +316.5% |
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