+395.5%
ENPH vs STT
+516.9%
-121.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.4% | +0.5% | -2.8% | -2.6% |
| 30D | -6.6% | +3.9% | -10.5% | -9.0% |
| 3M | -46.8% | +20.0% | -66.8% | -52.5% |
| 6M | -14.7% | +55.3% | -70.1% | -34.9% |
| YTD | +13.5% | +53.3% | -39.9% | -12.4% |
| 1Y | -0.4% | +74.7% | -75.1% | -28.6% |
| 3Y | -71.7% | +205.8% | -277.6% | -85.7% |
| 5Y | -79.1% | +145.0% | -224.1% | -88.6% |
| 10Y | +1,898.4% | +266.0% | +1,632.3% | +592.4% |
| All | +395.5% | +516.9% | -121.4% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling