+68.0%
ENB vs STLD
+126.2%
-58.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.6% |
| 7D | -2.4% | -4.7% | +2.2% | -2.2% |
| 30D | +2.5% | -0.9% | +3.4% | +2.5% |
| 3M | -5.8% | -11.9% | +6.1% | -5.3% |
| 6M | -8.5% | +0.9% | -9.4% | -8.6% |
| YTD | +3.9% | +40.4% | -36.5% | +2.0% |
| 1Y | +3.7% | +56.6% | -52.9% | +1.3% |
| All | +68.0% | +126.2% | -58.2% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling