+11,374.3%
ENB vs STZ
+9,621.1%
+1,753.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -2.2% | -1.9% | -0.4% | -2.0% |
| 3M | -10.5% | -6.2% | -4.3% | -9.8% |
| 6M | -5.1% | -14.0% | +8.9% | -3.2% |
| YTD | +9.0% | -5.1% | +14.1% | +9.2% |
| 1Y | +8.2% | -9.6% | +17.8% | +9.0% |
| 3Y | +67.8% | -47.2% | +115.0% | +81.7% |
| 5Y | +69.4% | -33.6% | +103.0% | +76.8% |
| 10Y | +117.5% | -9.8% | +127.3% | +115.3% |
| All | +11,374.3% | +9,621.1% | +1,753.2% | +7,348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling