+1,947.8%
ENPH vs STZ
-10.3%
+1,958.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.7% |
| 7D | +1.5% | -4.1% | +5.6% | +3.6% |
| 30D | -12.9% | -7.6% | -5.3% | -9.2% |
| 3M | -27.1% | -12.3% | -14.8% | -22.2% |
| 6M | -15.4% | -16.3% | +0.9% | -8.5% |
| YTD | +15.0% | -8.4% | +23.4% | +17.7% |
| 1Y | -0.7% | -10.8% | +10.1% | +3.2% |
| 3Y | -69.3% | -49.0% | -20.4% | -55.8% |
| 5Y | -76.7% | -36.5% | -40.2% | -70.9% |
| All | +1,947.8% | -10.3% | +1,958.1% | +1,946.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling