+95.7%
ENB vs STLD
+868.9%
-773.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -5.2% | -11.1% | +5.9% | -2.6% |
| 30D | +2.2% | -4.8% | +7.0% | +3.2% |
| 3M | -8.1% | -14.6% | +6.5% | -5.1% |
| 6M | -11.2% | -7.4% | -3.8% | -10.5% |
| YTD | +2.0% | +32.6% | -30.6% | -6.5% |
| 1Y | +4.1% | +47.3% | -43.3% | -7.3% |
| 3Y | +64.7% | +107.5% | -42.8% | +29.0% |
| 5Y | +46.6% | +268.8% | -222.3% | -8.5% |
| All | +95.7% | +868.9% | -773.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling