-15.7%
STM vs ENB
+46.5%
-62.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +7.0% | +5.7% |
| 7D | -10.7% | -5.2% | -5.5% | -8.3% |
| 30D | -25.7% | +2.2% | -27.9% | -26.6% |
| 3M | -21.6% | -8.1% | -13.5% | -18.4% |
| 6M | -27.8% | -11.2% | -16.6% | -24.1% |
| YTD | +61.8% | +2.0% | +59.8% | +56.2% |
| 1Y | +78.1% | +4.1% | +74.0% | +69.6% |
| 3Y | +4.9% | +64.7% | -59.8% | -28.5% |
| All | -15.7% | +46.5% | -62.3% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling