-7.8%
ENPH vs STZ
+12.3%
-20.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | -10.3% | -0.9% | -9.4% | -10.1% |
| 30D | -10.1% | +14.9% | -25.1% | -13.4% |
| 3M | -33.1% | +8.4% | -41.5% | -34.5% |
| 6M | -24.8% | +2.8% | -27.6% | -25.1% |
| YTD | -11.7% | +7.5% | -19.2% | -13.0% |
| All | -7.8% | +12.3% | -20.1% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling