+11,799.4%
ENB vs STT
+7,372.9%
+4,426.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -2.2% | +3.9% | -6.1% | -2.9% |
| 3M | -10.5% | +20.0% | -30.5% | -13.5% |
| 6M | -5.1% | +55.3% | -60.4% | -12.5% |
| YTD | +9.0% | +53.3% | -44.4% | +0.4% |
| 1Y | +8.2% | +74.7% | -66.5% | -2.8% |
| 3Y | +67.8% | +205.8% | -138.1% | +35.0% |
| 5Y | +69.4% | +145.0% | -75.6% | +39.5% |
| 10Y | +117.5% | +266.0% | -148.5% | +64.0% |
| All | +11,799.4% | +7,372.9% | +4,426.4% | +7,175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling