+588.0%
STX vs ENB
+63.8%
+524.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -28.5% | -5.2% | -23.3% | -28.0% |
| 30D | -42.9% | +2.2% | -45.1% | -43.0% |
| 3M | -45.9% | -8.1% | -37.9% | -45.2% |
| 6M | -41.3% | -11.2% | -30.1% | -40.6% |
| YTD | +67.9% | +2.0% | +65.9% | +62.9% |
| 1Y | +66.5% | +4.1% | +62.5% | +60.5% |
| 3Y | +588.0% | +64.7% | +523.2% | +475.3% |
| All | +588.0% | +63.8% | +524.2% | +475.3% |
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