-76.2%
ENPH vs STT
+150.3%
-226.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.4% |
| 7D | +9.3% | +2.2% | +7.1% | +8.0% |
| 30D | -7.3% | +3.9% | -11.2% | -9.4% |
| 3M | -31.7% | +19.2% | -50.9% | -38.2% |
| 6M | -3.5% | +60.4% | -63.9% | -25.4% |
| YTD | +21.2% | +51.5% | -30.3% | -3.2% |
| 1Y | +0.1% | +76.3% | -76.2% | -25.6% |
| 3Y | -67.7% | +200.7% | -268.5% | -82.0% |
| 5Y | -76.2% | +157.5% | -233.7% | -87.0% |
| All | -76.2% | +150.3% | -226.6% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling