+5,731.1%
STX vs ENPH
+384.9%
+5,346.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | -2.4% | +4.7% | +2.6% |
| 30D | +1.4% | -6.6% | +8.0% | +1.9% |
| 3M | -8.2% | -46.8% | +38.6% | -3.0% |
| 6M | +127.0% | -14.7% | +141.8% | +129.0% |
| YTD | +209.1% | +13.5% | +195.7% | +201.2% |
| 1Y | +365.4% | -0.4% | +365.8% | +356.6% |
| 3Y | +1,135.4% | -71.7% | +1,207.1% | +1,206.5% |
| 5Y | +991.5% | -79.1% | +1,070.6% | +1,048.6% |
| 10Y | +3,695.8% | +1,898.4% | +1,797.5% | +2,406.0% |
| All | +5,731.1% | +384.9% | +5,346.1% | +4,054.6% |
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