+3,667.9%
STRL vs ENPH
+2,128.2%
+1,539.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.7% |
| 7D | +15.7% | -8.4% | +24.1% | +17.0% |
| 30D | -35.5% | -11.2% | -24.3% | -34.8% |
| 3M | -47.1% | -36.1% | -11.1% | -44.2% |
| 6M | -65.8% | -37.9% | -27.8% | -63.8% |
| YTD | -4.5% | -18.7% | +14.1% | -3.3% |
| 1Y | -10.5% | -9.8% | -0.7% | -10.3% |
| 3Y | +340.6% | -66.8% | +407.4% | +367.4% |
| 5Y | +911.0% | -89.6% | +1,000.7% | +1,085.5% |
| All | +3,667.9% | +2,128.2% | +1,539.7% | +2,728.9% |
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