+788.7%
STM vs ENPH
+384.9%
+403.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | -2.4% | +8.2% | +6.2% |
| 30D | -1.0% | -6.6% | +5.6% | +0.1% |
| 3M | -33.3% | -46.8% | +13.6% | -25.9% |
| 6M | +57.4% | -14.7% | +72.1% | +60.7% |
| YTD | +102.2% | +13.5% | +88.7% | +95.4% |
| 1Y | +99.6% | -0.4% | +100.0% | +95.8% |
| 3Y | +14.5% | -71.7% | +86.3% | +29.0% |
| 5Y | +21.4% | -79.1% | +100.5% | +37.8% |
| 10Y | +695.0% | +1,898.4% | -1,203.4% | +434.0% |
| All | +788.7% | +384.9% | +403.7% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling