-25.9%
STRL vs ENB
+9.4%
-35.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.3% | -21.1% | -21.4% |
| 7D | -27.1% | +0.5% | -27.5% | -27.1% |
| 30D | -45.8% | +6.0% | -51.7% | -45.9% |
| 3M | -47.6% | -7.4% | -40.2% | -47.1% |
| 6M | -46.4% | -8.5% | -37.9% | -46.4% |
| YTD | -7.4% | +6.1% | -13.5% | -11.1% |
| 1Y | -25.9% | +9.4% | -35.3% | -28.2% |
| All | -25.9% | +9.4% | -35.3% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling