+1,947.8%
ENPH vs SBAC
+83.0%
+1,864.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.8% |
| 7D | +1.5% | -5.3% | +6.8% | +4.2% |
| 30D | -12.9% | +0.4% | -13.2% | -13.1% |
| 3M | -27.1% | -11.9% | -15.2% | -23.0% |
| 6M | -15.4% | -4.5% | -11.0% | -17.9% |
| YTD | +15.0% | -4.3% | +19.4% | +10.9% |
| 1Y | -0.7% | -3.9% | +3.2% | -4.7% |
| 3Y | -69.3% | -11.0% | -58.3% | -69.5% |
| 5Y | -76.7% | -44.1% | -32.6% | -69.9% |
| All | +1,947.8% | +83.0% | +1,864.7% | +1,218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling