+6,950.6%
STRL vs ENB
+101.9%
+6,848.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | -9.2% | -2.2% | -7.0% | -8.3% |
| 3M | -51.0% | -10.5% | -40.5% | -48.2% |
| 6M | +15.8% | -5.1% | +20.8% | +18.1% |
| YTD | +58.9% | +9.0% | +49.9% | +49.6% |
| 1Y | +68.5% | +8.2% | +60.3% | +58.7% |
| 3Y | +485.2% | +67.8% | +417.5% | +322.0% |
| 5Y | +2,005.1% | +69.4% | +1,935.7% | +1,399.4% |
| All | +6,950.6% | +101.9% | +6,848.7% | +4,346.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling