+784.6%
STRL vs ENB
+46.5%
+738.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.7% |
| 7D | -26.9% | -5.2% | -21.7% | -25.0% |
| 30D | -52.7% | +2.2% | -54.8% | -53.2% |
| 3M | -52.8% | -8.1% | -44.8% | -51.0% |
| 6M | -71.5% | -11.2% | -60.3% | -70.1% |
| YTD | -17.4% | +2.0% | -19.4% | -19.9% |
| 1Y | -35.0% | +4.1% | -39.0% | -37.7% |
| 3Y | +239.2% | +64.7% | +174.5% | +140.4% |
| All | +784.6% | +46.5% | +738.1% | +565.9% |
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