+70.1%
ENB vs STZ
-34.1%
+104.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | +5.3% | -7.8% | -2.9% |
| 30D | +2.5% | +19.6% | -17.1% | +0.6% |
| 3M | -5.8% | +10.0% | -15.7% | -6.8% |
| 6M | -8.5% | -0.3% | -8.2% | -8.6% |
| YTD | +3.9% | +8.6% | -4.7% | +2.1% |
| 1Y | +3.7% | +16.6% | -12.9% | +0.8% |
| 3Y | +70.1% | -34.8% | +104.8% | +79.7% |
| All | +70.1% | -34.1% | +104.1% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling