+49.9%
ENB vs STT
+100.0%
-50.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | +2.2% | -5.0% | +7.1% | +3.2% |
| 3M | -8.1% | -10.5% | +2.4% | -6.1% |
| 6M | -11.2% | +10.0% | -21.2% | -13.3% |
| YTD | +2.0% | +30.7% | -28.7% | -4.7% |
| 1Y | +4.1% | +43.8% | -39.7% | -5.1% |
| 3Y | +64.7% | +168.1% | -103.3% | +25.1% |
| All | +49.9% | +100.0% | -50.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling