+69.0%
ENB vs STLD
+104.7%
-35.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.6% | +6.2% | -1.0% |
| 7D | -2.4% | -12.5% | +10.1% | -1.7% |
| 30D | +3.4% | -6.8% | +10.2% | +3.7% |
| 3M | -6.1% | -16.4% | +10.3% | -5.3% |
| 6M | -10.0% | -6.1% | -3.9% | -9.9% |
| YTD | +4.7% | +32.0% | -27.3% | +3.1% |
| 1Y | +7.5% | +45.5% | -38.0% | +5.4% |
| All | +69.0% | +104.7% | -35.7% | +60.1% |
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