+21.1%
STM vs ENPH
-68.2%
+89.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -2.4% |
| 7D | +5.2% | +9.3% | -4.1% | +2.6% |
| 30D | -7.4% | -7.3% | -0.1% | -5.6% |
| 3M | -30.6% | -31.7% | +1.1% | -23.3% |
| 6M | +66.4% | -3.5% | +69.9% | +67.1% |
| YTD | +101.1% | +21.2% | +80.0% | +87.8% |
| 1Y | +97.4% | +0.1% | +97.3% | +91.1% |
| 3Y | +21.1% | -67.7% | +88.8% | +40.9% |
| All | +21.1% | -68.2% | +89.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ENPH 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling