+0.1%
ENPH vs STLD
+80.8%
-80.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.2% |
| 7D | +9.3% | +2.7% | +6.6% | +7.4% |
| 30D | -7.3% | -8.4% | +1.2% | -2.9% |
| 3M | -31.7% | -9.9% | -21.9% | -28.2% |
| 6M | -3.5% | +33.0% | -36.5% | -22.2% |
| YTD | +21.2% | +42.6% | -21.4% | -3.1% |
| 1Y | +0.1% | +80.8% | -80.7% | -28.5% |
| All | +0.1% | +80.8% | -80.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling