+285.6%
ENPH vs STT
+456.1%
-170.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.5% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | -33.1% | -6.5% | -26.6% | -30.7% |
| 6M | -24.8% | +17.2% | -42.0% | -32.0% |
| YTD | -11.7% | +38.2% | -49.9% | -27.6% |
| 1Y | -8.2% | +49.3% | -57.5% | -28.0% |
| 3Y | -63.7% | +181.9% | -245.6% | -80.9% |
| 5Y | -88.7% | +106.9% | -195.6% | -93.2% |
| 10Y | +2,382.5% | +203.1% | +2,179.3% | +893.7% |
| All | +285.6% | +456.1% | -170.5% | -28.2% |
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