+461.8%
STM vs ENPH
+2,188.9%
-1,727.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.6% |
| 7D | +16.3% | -7.6% | +23.9% | +18.2% |
| 30D | -6.3% | -16.4% | +10.1% | -3.2% |
| 3M | -14.1% | -34.3% | +20.2% | -6.9% |
| 6M | -19.6% | -28.5% | +9.0% | -14.3% |
| YTD | +80.1% | -16.4% | +96.6% | +82.1% |
| 1Y | +95.4% | -12.8% | +108.2% | +95.6% |
| 3Y | +14.7% | -65.7% | +80.3% | +29.1% |
| 5Y | -5.4% | -89.4% | +84.0% | +25.5% |
| All | +461.8% | +2,188.9% | -1,727.1% | +284.5% |
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