-66.4%
ENPH vs SARO
-22.5%
-44.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -0.1% | -3.1% | +3.0% | +0.6% |
| 30D | -10.8% | -12.2% | +1.4% | -8.2% |
| 3M | -33.8% | -7.4% | -26.5% | -32.6% |
| 6M | -16.1% | -15.3% | -0.9% | -13.7% |
| YTD | +13.4% | -16.2% | +29.6% | +17.0% |
| 1Y | -2.6% | -12.1% | +9.5% | -0.8% |
| All | -66.4% | -22.5% | -44.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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