+1,019.5%
STX vs ENB
+69.5%
+950.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +1.4% | -2.2% | +3.6% | +2.3% |
| 3M | -8.2% | -10.5% | +2.3% | -4.2% |
| 6M | +127.0% | -5.1% | +132.1% | +129.6% |
| YTD | +209.1% | +9.0% | +200.2% | +190.6% |
| 1Y | +365.4% | +8.2% | +357.2% | +338.2% |
| 3Y | +1,135.4% | +67.8% | +1,067.6% | +789.7% |
| All | +1,019.5% | +69.5% | +950.0% | +739.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling