+395.5%
ENPH vs STZ
+543.0%
-147.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -2.4% | -1.9% | -0.4% | -1.4% |
| 30D | -6.6% | -1.9% | -4.7% | -5.8% |
| 3M | -46.8% | -6.2% | -40.6% | -45.6% |
| 6M | -14.7% | -14.0% | -0.7% | -9.6% |
| YTD | +13.5% | -5.1% | +18.6% | +14.4% |
| 1Y | -0.4% | -9.6% | +9.2% | +2.9% |
| 3Y | -71.7% | -47.2% | -24.5% | -62.2% |
| 5Y | -79.1% | -33.6% | -45.5% | -75.1% |
| 10Y | +1,898.4% | -9.8% | +1,908.1% | +1,906.2% |
| All | +395.5% | +543.0% | -147.5% | +170.3% |
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