+3,621.5%
STX vs ENPH
+1,928.7%
+1,692.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.5% |
| 7D | +9.6% | +3.4% | +6.2% | +9.2% |
| 30D | +10.6% | -10.3% | +20.9% | +11.6% |
| 3M | +4.8% | -31.4% | +36.2% | +8.2% |
| 6M | +137.3% | -10.1% | +147.4% | +138.5% |
| YTD | +222.5% | +14.6% | +207.9% | +214.7% |
| 1Y | +366.2% | -3.2% | +369.4% | +359.5% |
| 3Y | +1,352.9% | -69.5% | +1,422.4% | +1,427.5% |
| 5Y | +1,077.4% | -77.2% | +1,154.7% | +1,133.9% |
| 10Y | +3,621.5% | +1,940.0% | +1,681.5% | +3,032.7% |
| All | +3,621.5% | +1,928.7% | +1,692.8% | +3,032.7% |
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