+53.8%
ENB vs STLD
+253.8%
-199.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.6% | +6.2% | -0.4% |
| 7D | -2.4% | -12.5% | +10.1% | -0.8% |
| 30D | +3.4% | -6.8% | +10.2% | +4.2% |
| 3M | -6.1% | -16.4% | +10.3% | -4.2% |
| 6M | -10.0% | -6.1% | -3.9% | -9.8% |
| YTD | +4.7% | +32.0% | -27.3% | -0.1% |
| 1Y | +7.5% | +45.5% | -38.0% | +1.1% |
| 3Y | +69.1% | +106.5% | -37.4% | +46.6% |
| All | +53.8% | +253.8% | -199.9% | +17.7% |
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