+1,947.8%
ENPH vs STT
+267.9%
+1,679.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.5% | -1.4% | +2.9% | +2.2% |
| 30D | -12.9% | +2.2% | -15.0% | -14.0% |
| 3M | -27.1% | +18.8% | -45.9% | -33.7% |
| 6M | -15.4% | +57.9% | -73.4% | -33.6% |
| YTD | +15.0% | +51.0% | -36.0% | -7.2% |
| 1Y | -0.7% | +77.1% | -77.8% | -25.9% |
| 3Y | -69.3% | +199.8% | -269.2% | -82.7% |
| 5Y | -76.7% | +156.0% | -232.7% | -86.4% |
| All | +1,947.8% | +267.9% | +1,679.9% | +818.3% |
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