+16.1%
STM vs ENB
+71.3%
-55.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +16.3% | 0.0% | +16.3% | +16.3% |
| 30D | -6.3% | +1.4% | -7.6% | -6.5% |
| 3M | -14.1% | -5.2% | -8.9% | -12.9% |
| 6M | -19.6% | -9.9% | -9.6% | -17.7% |
| YTD | +80.1% | +4.7% | +75.5% | +74.3% |
| 1Y | +95.4% | +2.8% | +92.6% | +90.3% |
| All | +16.1% | +71.3% | -55.3% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling