+465.1%
STM vs ENPH
+2,128.2%
-1,663.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.1% |
| 7D | +12.0% | -8.4% | +20.4% | +14.1% |
| 30D | -0.4% | -11.2% | +10.8% | +1.6% |
| 3M | -13.2% | -36.1% | +22.9% | -5.3% |
| 6M | -26.1% | -37.9% | +11.9% | -19.0% |
| YTD | +81.2% | -18.7% | +99.8% | +84.2% |
| 1Y | +98.3% | -9.8% | +108.1% | +97.4% |
| 3Y | +16.7% | -66.8% | +83.5% | +32.3% |
| 5Y | -4.8% | -89.6% | +84.8% | +26.9% |
| All | +465.1% | +2,128.2% | -1,663.1% | +288.9% |
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