-89.3%
ENPH vs STZ
-29.4%
-60.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.0% |
| 7D | -8.4% | +2.6% | -11.0% | -9.7% |
| 30D | -11.2% | +15.2% | -26.4% | -17.7% |
| 3M | -36.1% | +7.6% | -43.7% | -38.9% |
| 6M | -37.9% | +5.3% | -43.2% | -40.5% |
| YTD | -18.7% | +8.6% | -27.3% | -24.3% |
| 1Y | -9.8% | +15.6% | -25.4% | -19.5% |
| 3Y | -66.8% | -35.2% | -31.7% | -58.6% |
| All | -89.3% | -29.4% | -60.0% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling