-76.7%
ENPH vs SEI
+950.2%
-1,026.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +1.0% |
| 7D | +1.5% | +20.7% | -19.1% | -0.9% |
| 30D | -12.9% | +9.1% | -22.0% | -14.1% |
| 3M | -27.1% | -6.0% | -21.1% | -27.1% |
| 6M | -15.4% | +18.9% | -34.4% | -16.8% |
| YTD | +15.0% | +40.1% | -25.1% | +10.6% |
| 1Y | -0.7% | +120.6% | -121.3% | -8.6% |
| 3Y | -69.3% | +562.1% | -631.5% | -79.9% |
| 5Y | -76.7% | +954.5% | -1,031.2% | -86.4% |
| All | -76.7% | +950.2% | -1,026.9% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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