+21.0%
STM vs ENB
+69.5%
-48.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.3% |
| 7D | +5.8% | -0.2% | +6.0% | +5.9% |
| 30D | -1.0% | -2.2% | +1.2% | 0.0% |
| 3M | -33.3% | -10.5% | -22.8% | -29.7% |
| 6M | +57.4% | -5.1% | +62.4% | +60.2% |
| YTD | +102.2% | +9.0% | +93.2% | +89.6% |
| 1Y | +99.6% | +8.2% | +91.4% | +87.6% |
| 3Y | +14.5% | +67.8% | -53.2% | -20.9% |
| All | +21.0% | +69.5% | -48.5% | -13.5% |
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