+395.5%
ENPH vs SBAC
+310.3%
+85.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | -6.6% | +6.9% | -13.5% | -10.0% |
| 3M | -46.8% | -8.2% | -38.6% | -44.9% |
| 6M | -14.7% | -1.6% | -13.1% | -18.8% |
| YTD | +13.5% | -0.1% | +13.6% | +6.3% |
| 1Y | -0.4% | -0.5% | 0.0% | -6.7% |
| 3Y | -71.7% | -9.1% | -62.7% | -72.3% |
| 5Y | -79.1% | -43.8% | -35.3% | -72.7% |
| 10Y | +1,898.4% | +80.5% | +1,817.8% | +1,015.2% |
| All | +395.5% | +310.3% | +85.2% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling