+239.2%
STRL vs ENB
+63.8%
+175.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.3% |
| 7D | -26.9% | -5.2% | -21.7% | -25.6% |
| 30D | -52.7% | +2.2% | -54.8% | -53.0% |
| 3M | -52.8% | -8.1% | -44.8% | -51.5% |
| 6M | -71.5% | -11.2% | -60.3% | -70.6% |
| YTD | -17.4% | +2.0% | -19.4% | -20.0% |
| 1Y | -35.0% | +4.1% | -39.0% | -37.6% |
| 3Y | +239.2% | +64.7% | +174.5% | +125.1% |
| All | +239.2% | +63.8% | +175.4% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling