+100.5%
ENB vs STZ
-13.0%
+113.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -0.3% | -6.0% | +5.7% | +1.5% |
| 30D | -1.1% | -8.9% | +7.8% | +1.6% |
| 3M | -8.5% | -12.6% | +4.1% | -5.0% |
| 6M | -4.5% | -17.2% | +12.7% | +0.4% |
| YTD | +9.1% | -10.0% | +19.1% | +10.8% |
| 1Y | +8.0% | -14.3% | +22.3% | +11.0% |
| 3Y | +77.8% | -49.9% | +127.7% | +117.0% |
| 5Y | +69.4% | -38.2% | +107.6% | +87.3% |
| 10Y | +100.5% | -12.0% | +112.5% | +78.5% |
| All | +100.5% | -13.0% | +113.5% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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