+96.5%
ENB vs STT
+264.2%
-167.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | -0.2% | +3.9% | -4.1% | -1.6% |
| 3M | -7.5% | +19.2% | -26.7% | -13.2% |
| 6M | -4.1% | +60.4% | -64.5% | -19.2% |
| YTD | +9.8% | +51.5% | -41.7% | -6.1% |
| 1Y | +8.7% | +76.3% | -67.6% | -12.3% |
| 3Y | +79.0% | +200.7% | -121.8% | +15.3% |
| 5Y | +69.1% | +157.5% | -88.4% | +10.3% |
| 10Y | +96.5% | +262.0% | -165.5% | -2.9% |
| All | +96.5% | +264.2% | -167.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling