-75.9%
ENPH vs STLA
-62.5%
-13.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.1% | +9.8% | +8.1% |
| 7D | +9.3% | +0.7% | +8.5% | +8.8% |
| 30D | -7.3% | -2.4% | -4.9% | -6.6% |
| 3M | -31.7% | -23.9% | -7.9% | -23.7% |
| 6M | -3.5% | -24.6% | +21.1% | +7.8% |
| YTD | +21.2% | -50.5% | +71.7% | +58.5% |
| 1Y | +0.1% | -39.8% | +39.9% | +17.8% |
| 3Y | -67.7% | -65.6% | -2.1% | -51.4% |
| All | -75.9% | -62.5% | -13.5% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling