+2,071.0%
STX vs ENB
+99.8%
+1,971.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.7% | +9.4% |
| 7D | -14.8% | -3.7% | -11.1% | -13.4% |
| 30D | -35.4% | +1.7% | -37.1% | -35.8% |
| 3M | -37.7% | -6.3% | -31.4% | -36.1% |
| 6M | -35.2% | -9.2% | -26.0% | -33.2% |
| YTD | +84.4% | +3.1% | +81.3% | +79.5% |
| 1Y | +82.3% | +3.4% | +78.9% | +77.1% |
| 3Y | +646.2% | +68.9% | +577.3% | +479.3% |
| 5Y | +487.4% | +51.7% | +435.7% | +378.4% |
| 10Y | +2,071.0% | +98.3% | +1,972.7% | +1,436.4% |
| All | +2,071.0% | +99.8% | +1,971.2% | +1,436.4% |
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