+3,346.8%
STX vs ENPH
+268.5%
+3,078.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.4% |
| 7D | -17.3% | -9.1% | -8.1% | -16.5% |
| 30D | -35.9% | -15.8% | -20.2% | -35.1% |
| 3M | -37.3% | -32.5% | -4.9% | -35.3% |
| 6M | -35.8% | -24.2% | -11.6% | -34.6% |
| YTD | +82.7% | -13.8% | +96.5% | +81.9% |
| 1Y | +71.6% | -15.8% | +87.5% | +71.2% |
| 3Y | +635.3% | -64.6% | +699.8% | +663.9% |
| 5Y | +483.8% | -88.1% | +571.8% | +544.5% |
| 10Y | +1,967.8% | +2,367.9% | -400.1% | +1,248.2% |
| All | +3,346.8% | +268.5% | +3,078.3% | +2,409.4% |
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