+285.6%
ENPH vs SAN
+249.0%
+36.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | -10.3% | +3.4% | -13.7% | -11.8% |
| 30D | -10.1% | -6.3% | -3.9% | -7.1% |
| 3M | -33.1% | -14.1% | -19.0% | -28.1% |
| 6M | -24.8% | +4.2% | -29.0% | -25.9% |
| YTD | -11.7% | +9.0% | -20.7% | -15.0% |
| 1Y | -8.2% | +18.8% | -27.0% | -15.1% |
| 3Y | -63.7% | +252.0% | -315.7% | -79.9% |
| 5Y | -88.7% | +299.5% | -388.2% | -94.3% |
| 10Y | +2,382.5% | +276.7% | +2,105.8% | +1,037.5% |
| All | +285.6% | +249.0% | +36.5% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling