+1,808.6%
STM vs ENB
+8,905.1%
-7,096.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +7.0% | +5.6% |
| 7D | -10.7% | -5.2% | -5.5% | -8.5% |
| 30D | -25.7% | +2.2% | -27.9% | -26.6% |
| 3M | -21.6% | -8.1% | -13.5% | -18.7% |
| 6M | -27.8% | -11.2% | -16.6% | -24.3% |
| YTD | +61.8% | +2.0% | +59.8% | +58.3% |
| 1Y | +78.1% | +4.1% | +74.0% | +72.4% |
| 3Y | +4.9% | +64.7% | -59.8% | -19.2% |
| 5Y | -14.3% | +46.6% | -60.8% | -30.2% |
| 10Y | +414.1% | +102.7% | +311.4% | +250.7% |
| All | +1,808.6% | +8,905.1% | -7,096.5% | +415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling