+2,057.2%
ENPH vs STLD
+1,072.4%
+984.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.1% |
| 7D | +9.3% | +2.7% | +6.6% | +8.0% |
| 30D | -7.3% | -8.4% | +1.2% | -4.4% |
| 3M | -31.7% | -9.9% | -21.9% | -29.6% |
| 6M | -3.5% | +33.0% | -36.5% | -14.7% |
| YTD | +21.2% | +42.6% | -21.4% | +4.4% |
| 1Y | +0.1% | +80.8% | -80.7% | -21.7% |
| 3Y | -67.7% | +143.4% | -211.1% | -78.4% |
| 5Y | -76.2% | +293.4% | -369.6% | -87.5% |
| 10Y | +2,057.2% | +1,080.4% | +976.8% | +657.4% |
| All | +2,057.2% | +1,072.4% | +984.8% | +657.4% |
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