-9.8%
ENPH vs SAN
+12.6%
-22.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.1% |
| 7D | -8.4% | +4.0% | -12.4% | -11.2% |
| 30D | -11.2% | -7.8% | -3.4% | -5.6% |
| 3M | -36.1% | -16.4% | -19.7% | -27.5% |
| 6M | -37.9% | +3.5% | -41.5% | -39.2% |
| YTD | -18.7% | +6.7% | -25.3% | -23.3% |
| 1Y | -9.8% | +14.5% | -24.3% | -20.0% |
| All | -9.8% | +12.6% | -22.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling