-77.2%
ENPH vs SAN
+384.1%
-461.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | -10.3% | -0.1% | -10.2% | -10.3% |
| 3M | -31.4% | +19.6% | -51.0% | -36.7% |
| 6M | -10.1% | +32.7% | -42.8% | -20.8% |
| YTD | +14.6% | +26.7% | -12.1% | +3.0% |
| 1Y | -3.2% | +51.6% | -54.9% | -19.5% |
| 3Y | -69.5% | +348.7% | -418.2% | -83.8% |
| 5Y | -77.2% | +378.7% | -456.0% | -89.7% |
| All | -77.2% | +384.1% | -461.3% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling