+442.1%
STM vs ENPH
+2,567.9%
-2,125.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.6% | +6.3% |
| 7D | -5.6% | +4.1% | -9.7% | -6.3% |
| 30D | -14.4% | -11.4% | -3.1% | -12.6% |
| 3M | -20.5% | -30.5% | +10.1% | -14.7% |
| 6M | -24.5% | -20.2% | -4.3% | -21.4% |
| YTD | +72.7% | -9.3% | +82.0% | +71.7% |
| 1Y | +91.0% | -3.8% | +94.8% | +87.2% |
| 3Y | +13.5% | -61.5% | +75.0% | +24.9% |
| 5Y | -9.2% | -87.9% | +78.7% | +17.4% |
| All | +442.1% | +2,567.9% | -2,125.7% | +265.9% |
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 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