-78.4%
ENPH vs STLD
+292.4%
-370.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -2.4% | +3.1% | -5.5% | -3.7% |
| 30D | -6.6% | -9.0% | +2.4% | -3.5% |
| 3M | -46.8% | -12.4% | -34.5% | -44.3% |
| 6M | -14.7% | +25.5% | -40.2% | -22.8% |
| YTD | +13.5% | +43.6% | -30.1% | -2.1% |
| 1Y | -0.4% | +87.2% | -87.6% | -22.3% |
| 3Y | -71.7% | +135.2% | -207.0% | -80.6% |
| All | -78.4% | +292.4% | -370.8% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling