+2,249.1%
ENPH vs STLD
+790.2%
+1,458.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | -7.6% | +6.9% | -14.4% | -10.2% |
| 30D | -16.4% | -1.5% | -14.9% | -16.2% |
| 3M | -34.3% | -9.7% | -24.6% | -32.2% |
| 6M | -28.5% | +2.3% | -30.9% | -30.2% |
| YTD | -16.4% | +41.0% | -57.5% | -28.5% |
| 1Y | -12.8% | +51.8% | -64.6% | -27.6% |
| 3Y | -65.7% | +126.4% | -192.1% | -76.8% |
| 5Y | -89.4% | +285.7% | -375.1% | -94.5% |
| All | +2,249.1% | +790.2% | +1,458.9% | +565.9% |
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