+402.2%
ENPH vs SCCO
+1,006.8%
-604.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +4.1% |
| 7D | +1.5% | -2.7% | +4.2% | +2.8% |
| 30D | -12.9% | -0.2% | -12.7% | -13.4% |
| 3M | -27.1% | +17.8% | -44.9% | -33.6% |
| 6M | -15.4% | +2.3% | -17.7% | -17.6% |
| YTD | +15.0% | +41.6% | -26.6% | -9.4% |
| 1Y | -0.7% | +101.9% | -102.6% | -36.1% |
| 3Y | -69.3% | +186.2% | -255.5% | -84.1% |
| 5Y | -76.7% | +309.7% | -386.4% | -90.6% |
| 10Y | +1,947.8% | +1,094.2% | +853.5% | +292.4% |
| All | +402.2% | +1,006.8% | -604.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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