+688.3%
STM vs ENPH
+277.3%
+411.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.1% |
| 7D | +1.4% | -10.3% | +11.7% | +3.4% |
| 30D | -8.4% | -10.1% | +1.8% | -7.1% |
| 3M | -15.8% | -33.1% | +17.3% | -10.6% |
| 6M | -22.8% | -24.8% | +2.0% | -19.5% |
| YTD | +79.4% | -11.7% | +91.1% | +79.7% |
| 1Y | +97.0% | -8.2% | +105.2% | +96.1% |
| 3Y | +14.2% | -63.7% | +77.9% | +24.7% |
| 5Y | -4.5% | -88.7% | +84.2% | +18.3% |
| 10Y | +463.1% | +2,382.5% | -1,919.4% | +280.6% |
| All | +688.3% | +277.3% | +411.0% | +443.4% |
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 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