+3,621.5%
STX vs ENB
+98.3%
+3,523.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | +10.6% | -1.1% | +11.7% | +11.1% |
| 3M | +4.8% | -8.5% | +13.3% | +8.1% |
| 6M | +137.3% | -4.5% | +141.8% | +140.0% |
| YTD | +222.5% | +9.1% | +213.4% | +207.0% |
| 1Y | +366.2% | +8.0% | +358.3% | +345.2% |
| 3Y | +1,352.9% | +77.8% | +1,275.1% | +1,003.8% |
| 5Y | +1,077.4% | +69.4% | +1,008.1% | +817.3% |
| 10Y | +3,621.5% | +100.5% | +3,521.0% | +2,470.0% |
| All | +3,621.5% | +98.3% | +3,523.2% | +2,470.0% |
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