+98.3%
ENB vs STLD
+779.4%
-681.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | -3.7% | -9.7% | +6.0% | -1.4% |
| 30D | +1.7% | -4.5% | +6.3% | +2.7% |
| 3M | -6.3% | -13.1% | +6.8% | -3.6% |
| 6M | -9.2% | -2.8% | -6.4% | -9.5% |
| YTD | +3.1% | +35.3% | -32.2% | -6.1% |
| 1Y | +3.4% | +51.4% | -48.0% | -8.6% |
| 3Y | +68.9% | +117.9% | -49.0% | +30.2% |
| 5Y | +51.7% | +272.6% | -220.9% | -5.9% |
| 10Y | +98.3% | +782.2% | -683.8% | -17.0% |
| All | +98.3% | +779.4% | -681.0% | -17.0% |
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