-26.6%
ENPH vs STT
+15.6%
-42.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | -9.1% | +1.1% | -10.3% | -9.4% |
| 30D | -15.8% | -1.9% | -13.8% | -14.8% |
| 3M | -32.5% | -7.6% | -24.9% | -30.7% |
| All | -26.6% | +15.6% | -42.2% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling