+5,056.6%
ENB vs STLD
+7,971.8%
-2,915.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.6% | +6.2% | -0.1% |
| 7D | -2.4% | -12.5% | +10.1% | -0.2% |
| 30D | +3.4% | -6.8% | +10.2% | +4.5% |
| 3M | -6.1% | -16.4% | +10.3% | -3.5% |
| 6M | -10.0% | -6.1% | -3.9% | -9.7% |
| YTD | +4.7% | +32.0% | -27.3% | -1.4% |
| 1Y | +7.5% | +45.5% | -38.0% | -0.5% |
| 3Y | +69.1% | +106.5% | -37.4% | +44.1% |
| 5Y | +50.4% | +267.2% | -216.8% | +13.0% |
| 10Y | +108.0% | +878.9% | -770.9% | +26.6% |
| All | +5,056.6% | +7,971.8% | -2,915.2% | +2,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling