+422.5%
STM vs ENB
+99.8%
+322.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.2% |
| 7D | -5.6% | -3.7% | -1.9% | -3.5% |
| 30D | -14.4% | +1.7% | -16.2% | -15.3% |
| 3M | -20.5% | -6.3% | -14.2% | -17.8% |
| 6M | -24.5% | -9.2% | -15.3% | -21.1% |
| YTD | +72.7% | +3.1% | +69.6% | +66.8% |
| 1Y | +91.0% | +3.4% | +87.7% | +84.0% |
| 3Y | +13.5% | +68.9% | -55.4% | -20.0% |
| 5Y | -9.2% | +51.7% | -60.9% | -31.8% |
| 10Y | +422.5% | +98.3% | +324.2% | +214.0% |
| All | +422.5% | +99.8% | +322.7% | +214.0% |
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