+9,423.5%
STX vs ENB
+1,872.7%
+7,550.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -17.3% | -2.4% | -14.9% | -16.2% |
| 30D | -35.9% | +2.5% | -38.4% | -36.7% |
| 3M | -37.3% | -5.8% | -31.5% | -35.6% |
| 6M | -35.8% | -8.5% | -27.3% | -33.6% |
| YTD | +82.7% | +3.9% | +78.9% | +76.7% |
| 1Y | +71.6% | +3.7% | +67.9% | +66.0% |
| 3Y | +635.3% | +70.1% | +565.2% | +448.8% |
| 5Y | +483.8% | +53.2% | +430.6% | +357.6% |
| 10Y | +1,967.8% | +100.2% | +1,867.6% | +1,226.4% |
| All | +9,423.5% | +1,872.7% | +7,550.8% | +2,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling