+1,947.8%
ENPH vs SFM
+268.6%
+1,679.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.5% | -8.8% | +10.3% | +2.6% |
| 30D | -12.9% | -14.5% | +1.6% | -11.3% |
| 3M | -27.1% | -16.8% | -10.3% | -25.7% |
| 6M | -15.4% | -5.3% | -10.1% | -16.0% |
| YTD | +15.0% | -9.4% | +24.4% | +14.7% |
| 1Y | -0.7% | -46.2% | +45.5% | +6.1% |
| 3Y | -69.3% | +81.3% | -150.6% | -73.9% |
| 5Y | -76.7% | +211.9% | -288.6% | -82.4% |
| All | +1,947.8% | +268.6% | +1,679.2% | +1,230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling