+395.5%
ENPH vs SAN
+312.4%
+83.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.4% | +1.8% | -4.1% | -3.2% |
| 30D | -6.6% | +2.0% | -8.6% | -7.5% |
| 3M | -46.8% | +19.7% | -66.5% | -51.0% |
| 6M | -14.7% | +30.6% | -45.4% | -24.7% |
| YTD | +13.5% | +28.8% | -15.4% | +0.8% |
| 1Y | -0.4% | +57.8% | -58.2% | -19.7% |
| 3Y | -71.7% | +338.1% | -409.9% | -85.9% |
| 5Y | -79.1% | +384.2% | -463.3% | -90.5% |
| 10Y | +1,898.4% | +353.1% | +1,545.2% | +740.9% |
| All | +395.5% | +312.4% | +83.1% | +116.6% |
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