+264.9%
ENPH vs STZ
+631.1%
-366.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -16.4% | +14.7% | -31.1% | -22.0% |
| 3M | -34.3% | +8.8% | -43.1% | -37.5% |
| 6M | -28.5% | +3.1% | -31.6% | -30.8% |
| YTD | -16.4% | +7.9% | -24.3% | -21.4% |
| 1Y | -12.8% | +14.2% | -27.0% | -20.5% |
| 3Y | -65.7% | -35.2% | -30.5% | -58.8% |
| 5Y | -89.4% | -29.6% | -59.8% | -87.7% |
| 10Y | +2,249.1% | +12.2% | +2,237.0% | +2,030.5% |
| All | +264.9% | +631.1% | -366.3% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling