+113.5%
ENB vs STT
+198.3%
-84.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.1% | +4.8% | -1.6% | +1.5% |
| 30D | +2.1% | +3.9% | -1.8% | +0.7% |
| 3M | -4.4% | -8.2% | +3.7% | -1.9% |
| 6M | -10.1% | +15.6% | -25.7% | -15.0% |
| YTD | +5.2% | +37.6% | -32.5% | -7.3% |
| 1Y | +4.2% | +50.1% | -45.9% | -11.0% |
| 3Y | +70.1% | +183.1% | -113.0% | +11.4% |
| 5Y | +59.4% | +104.8% | -45.4% | +13.7% |
| All | +113.5% | +198.3% | -84.8% | +14.4% |
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