+102.4%
STM vs ENPH
-0.2%
+102.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -2.8% |
| 7D | +5.2% | +9.3% | -4.1% | +2.0% |
| 30D | -7.4% | -7.3% | -0.1% | -5.2% |
| 3M | -30.6% | -31.7% | +1.1% | -22.4% |
| 6M | +66.4% | -3.5% | +69.9% | +70.1% |
| YTD | +101.1% | +21.2% | +80.0% | +90.4% |
| All | +102.4% | -0.2% | +102.6% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling