+664.5%
STM vs ENPH
+1,928.7%
-1,264.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.3% |
| 7D | +1.7% | +3.4% | -1.7% | +0.9% |
| 30D | -5.2% | -10.3% | +5.1% | -3.2% |
| 3M | -29.6% | -31.4% | +1.8% | -23.9% |
| 6M | +54.4% | -10.1% | +64.5% | +56.5% |
| YTD | +99.5% | +14.6% | +84.9% | +90.3% |
| 1Y | +100.8% | -3.2% | +104.0% | +96.5% |
| 3Y | +20.2% | -69.5% | +89.6% | +36.9% |
| 5Y | +21.1% | -77.2% | +98.4% | +39.0% |
| 10Y | +664.5% | +1,940.0% | -1,275.5% | +437.2% |
| All | +664.5% | +1,928.7% | -1,264.2% | +437.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling