+444.1%
STM vs ENB
+99.3%
+344.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -7.9% | -2.4% | -5.5% | -6.6% |
| 30D | -14.1% | +2.5% | -16.6% | -15.4% |
| 3M | -17.6% | -5.8% | -11.8% | -15.1% |
| 6M | -24.2% | -8.5% | -15.7% | -21.2% |
| YTD | +73.3% | +3.9% | +69.4% | +66.7% |
| 1Y | +90.1% | +3.7% | +86.4% | +82.8% |
| 3Y | +10.3% | +70.1% | -59.7% | -22.5% |
| 5Y | -5.7% | +53.2% | -58.9% | -29.6% |
| 10Y | +444.1% | +100.2% | +343.9% | +225.7% |
| All | +444.1% | +99.3% | +344.8% | +225.7% |
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