+2,519.8%
ENPH vs STLD
+779.4%
+1,740.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | +0.1% | +1.3% |
| 7D | +4.1% | -9.7% | +13.8% | +8.6% |
| 30D | -11.4% | -4.5% | -6.8% | -9.9% |
| 3M | -30.5% | -13.1% | -17.5% | -27.1% |
| 6M | -20.2% | -2.8% | -17.5% | -20.3% |
| YTD | -9.3% | +35.3% | -44.6% | -20.9% |
| 1Y | -3.8% | +51.4% | -55.1% | -19.9% |
| 3Y | -61.5% | +117.9% | -179.5% | -73.6% |
| 5Y | -87.9% | +272.6% | -360.4% | -93.6% |
| 10Y | +2,519.8% | +782.2% | +1,737.6% | +639.8% |
| All | +2,519.8% | +779.4% | +1,740.4% | +639.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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