+395.5%
ENPH vs STLA
+166.2%
+229.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -2.4% | +2.6% | -4.9% | -3.3% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -46.8% | -24.8% | -22.1% | -41.0% |
| 6M | -14.7% | -25.6% | +10.8% | -5.5% |
| YTD | +13.5% | -48.9% | +62.4% | +41.4% |
| 1Y | -0.4% | -38.8% | +38.4% | +14.7% |
| 3Y | -71.7% | -64.5% | -7.2% | -60.9% |
| 5Y | -79.1% | -62.4% | -16.7% | -72.5% |
| 10Y | +1,898.4% | +55.4% | +1,843.0% | +1,507.5% |
| All | +395.5% | +166.2% | +229.3% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling