+58.6%
ENB vs STLD
+288.2%
-229.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | 0.0% | +6.9% | -6.9% | -0.8% |
| 30D | +1.4% | -1.5% | +2.8% | +1.5% |
| 3M | -5.2% | -9.7% | +4.5% | -4.2% |
| 6M | -9.9% | +2.3% | -12.3% | -10.6% |
| YTD | +4.7% | +41.0% | -36.4% | -1.0% |
| 1Y | +2.8% | +51.8% | -49.1% | -3.8% |
| 3Y | +71.3% | +126.4% | -55.1% | +46.4% |
| 5Y | +58.6% | +285.7% | -227.1% | +20.1% |
| All | +58.6% | +288.2% | -229.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling