+2,382.5%
ENPH vs STT
+203.9%
+2,178.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.6% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | -33.1% | -6.5% | -26.6% | -31.0% |
| 6M | -24.8% | +17.2% | -42.0% | -31.1% |
| YTD | -11.7% | +38.2% | -49.9% | -25.6% |
| 1Y | -8.2% | +49.3% | -57.5% | -25.6% |
| 3Y | -63.7% | +181.9% | -245.6% | -79.0% |
| 5Y | -88.7% | +106.9% | -195.6% | -92.7% |
| 10Y | +2,382.5% | +203.1% | +2,179.3% | +1,077.3% |
| All | +2,382.5% | +203.9% | +2,178.5% | +1,077.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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