-70.2%
ENPH vs STT
+206.4%
-276.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.4% | +0.5% | -2.8% | -2.7% |
| 30D | -6.6% | +3.9% | -10.5% | -9.3% |
| 3M | -46.8% | +20.0% | -66.8% | -53.5% |
| 6M | -14.7% | +55.3% | -70.1% | -37.8% |
| YTD | +13.5% | +53.3% | -39.9% | -16.2% |
| 1Y | -0.4% | +74.7% | -75.1% | -32.1% |
| All | -70.2% | +206.4% | -276.7% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling