+1,947.8%
ENPH vs STLA
+51.6%
+1,896.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.5% | -3.8% | +5.3% | +3.1% |
| 30D | -12.9% | -3.1% | -9.7% | -11.9% |
| 3M | -27.1% | -19.6% | -7.5% | -20.6% |
| 6M | -15.4% | -23.5% | +8.0% | -6.2% |
| YTD | +15.0% | -51.5% | +66.5% | +50.5% |
| 1Y | -0.7% | -39.7% | +39.0% | +16.7% |
| 3Y | -69.3% | -66.3% | -3.0% | -54.8% |
| 5Y | -76.7% | -63.1% | -13.6% | -68.2% |
| All | +1,947.8% | +51.6% | +1,896.1% | +1,771.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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