-76.2%
ENPH vs STZ
-36.5%
-39.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.6% | +12.4% | +9.7% |
| 7D | +9.3% | -7.4% | +16.6% | +13.4% |
| 30D | -7.3% | -10.9% | +3.6% | -1.8% |
| 3M | -31.7% | -13.4% | -18.3% | -27.1% |
| 6M | -3.5% | -16.2% | +12.7% | +3.6% |
| YTD | +21.2% | -10.4% | +31.6% | +25.2% |
| 1Y | +0.1% | -14.8% | +14.8% | +6.3% |
| 3Y | -67.7% | -50.1% | -17.6% | -53.4% |
| 5Y | -76.2% | -38.8% | -37.4% | -65.4% |
| All | -76.2% | -36.5% | -39.7% | -65.4% |
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