+2,038.9%
STX vs ENB
+108.4%
+1,930.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +16.8% | 0.0% | +16.8% | +16.9% |
| 30D | -27.0% | +1.4% | -28.4% | -27.4% |
| 3M | -37.9% | -5.2% | -32.7% | -36.6% |
| 6M | -32.5% | -9.9% | -22.6% | -30.1% |
| YTD | +98.6% | +4.7% | +93.9% | +92.1% |
| 1Y | +93.6% | +2.8% | +90.8% | +88.7% |
| 3Y | +699.1% | +71.3% | +627.8% | +515.4% |
| 5Y | +481.0% | +58.6% | +422.4% | +364.1% |
| All | +2,038.9% | +108.4% | +1,930.5% | +1,311.0% |
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