+285.6%
ENPH vs SBAC
+311.6%
-26.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.8% |
| 7D | -10.3% | -2.8% | -7.5% | -8.9% |
| 30D | -10.1% | +3.1% | -13.3% | -11.9% |
| 3M | -33.1% | +5.1% | -38.2% | -35.4% |
| 6M | -24.8% | -11.4% | -13.4% | -22.0% |
| YTD | -11.7% | +0.2% | -11.9% | -17.9% |
| 1Y | -8.2% | -3.9% | -4.3% | -12.4% |
| 3Y | -63.7% | -7.7% | -56.0% | -64.9% |
| 5Y | -88.7% | -39.7% | -49.0% | -85.9% |
| 10Y | +2,382.5% | +111.9% | +2,270.6% | +1,122.4% |
| All | +285.6% | +311.6% | -26.0% | -6.7% |
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 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