+11,160.3%
ENB vs STT
+6,508.4%
+4,652.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +1.7% | -2.3% | +4.0% | +2.1% |
| 3M | -6.3% | -7.0% | +0.7% | -5.2% |
| 6M | -9.2% | +15.5% | -24.7% | -11.7% |
| YTD | +3.1% | +35.6% | -32.5% | -3.0% |
| 1Y | +3.4% | +47.9% | -44.5% | -4.3% |
| 3Y | +68.9% | +181.1% | -112.2% | +37.9% |
| 5Y | +51.7% | +108.2% | -56.5% | +28.6% |
| 10Y | +98.3% | +201.0% | -102.7% | +54.3% |
| All | +11,160.3% | +6,508.4% | +4,652.0% | +6,930.9% |
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 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