+463.1%
STM vs ENB
+102.5%
+360.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +1.4% | -1.8% | +3.2% | +2.5% |
| 30D | -8.4% | +2.0% | -10.4% | -9.4% |
| 3M | -15.8% | -5.8% | -10.0% | -13.2% |
| 6M | -22.8% | -9.7% | -13.2% | -19.1% |
| YTD | +79.4% | +4.2% | +75.1% | +72.2% |
| 1Y | +97.0% | +3.2% | +93.8% | +89.9% |
| 3Y | +14.2% | +70.6% | -56.4% | -20.0% |
| 5Y | -4.5% | +55.1% | -59.6% | -29.2% |
| 10Y | +463.1% | +107.6% | +355.5% | +231.8% |
| All | +463.1% | +102.5% | +360.6% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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