+673.8%
STX vs ENB
+72.2%
+601.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +14.6% | +3.1% | +11.5% | +14.1% |
| 30D | -26.0% | +2.1% | -28.1% | -26.1% |
| 3M | -42.6% | -4.4% | -38.2% | -42.1% |
| 6M | -35.3% | -10.1% | -25.2% | -34.5% |
| YTD | +92.5% | +5.2% | +87.3% | +85.8% |
| 1Y | +102.4% | +4.2% | +98.2% | +96.0% |
| 3Y | +673.8% | +70.1% | +603.7% | +546.2% |
| All | +673.8% | +72.2% | +601.7% | +546.2% |
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