+1,144.9%
STX vs ENPH
-77.3%
+1,222.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.8% | -0.3% | +5.6% |
| 7D | +10.7% | +9.3% | +1.5% | +9.6% |
| 30D | +11.3% | -7.3% | +18.5% | +12.2% |
| 3M | +3.2% | -31.7% | +35.0% | +7.6% |
| 6M | +157.0% | -3.5% | +160.5% | +157.2% |
| YTD | +229.2% | +21.2% | +208.1% | +217.7% |
| 1Y | +381.8% | +0.1% | +381.8% | +371.7% |
| 3Y | +1,383.2% | -67.7% | +1,450.9% | +1,494.5% |
| 5Y | +1,144.9% | -76.2% | +1,221.1% | +1,251.4% |
| All | +1,144.9% | -77.3% | +1,222.2% | +1,251.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling