-89.3%
ENPH vs STLD
+274.1%
-363.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -1.3% |
| 7D | -8.4% | +2.9% | -11.4% | -9.6% |
| 30D | -11.2% | -5.6% | -5.6% | -9.3% |
| 3M | -36.1% | -11.7% | -24.3% | -33.3% |
| 6M | -37.9% | -2.8% | -35.2% | -38.1% |
| YTD | -18.7% | +36.4% | -55.1% | -29.3% |
| 1Y | -9.8% | +50.0% | -59.8% | -24.6% |
| 3Y | -66.8% | +122.3% | -189.1% | -77.4% |
| All | -89.3% | +274.1% | -363.4% | -94.8% |
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 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