+21.8%
STM vs ENPH
-70.2%
+92.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | -2.4% | +8.2% | +6.5% |
| 30D | -1.0% | -6.6% | +5.6% | +0.8% |
| 3M | -33.3% | -46.8% | +13.6% | -21.3% |
| 6M | +57.4% | -14.7% | +72.1% | +63.2% |
| YTD | +102.2% | +13.5% | +88.7% | +92.4% |
| 1Y | +99.6% | -0.4% | +100.0% | +94.0% |
| All | +21.8% | -70.2% | +92.0% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling