+395.5%
ENPH vs STLD
+2,146.5%
-1,751.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -2.4% | +3.1% | -5.5% | -3.9% |
| 30D | -6.6% | -9.0% | +2.4% | -3.0% |
| 3M | -46.8% | -12.4% | -34.5% | -44.0% |
| 6M | -14.7% | +25.5% | -40.2% | -24.1% |
| YTD | +13.5% | +43.6% | -30.1% | -5.0% |
| 1Y | -0.4% | +87.2% | -87.6% | -26.4% |
| 3Y | -71.7% | +135.2% | -207.0% | -82.2% |
| 5Y | -79.1% | +290.9% | -370.0% | -90.4% |
| 10Y | +1,898.4% | +1,113.5% | +784.9% | +294.7% |
| All | +395.5% | +2,146.5% | -1,751.0% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling