+2,186.8%
ENPH vs SFM
+140.2%
+2,046.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -8.4% | +6.0% | -14.5% | -9.1% |
| 30D | -11.2% | -19.5% | +8.3% | -9.2% |
| 3M | -36.1% | -37.0% | +1.0% | -32.7% |
| 6M | -37.9% | -41.0% | +3.1% | -34.5% |
| YTD | -18.7% | -34.6% | +16.0% | -15.9% |
| 1Y | -9.8% | -36.3% | +26.4% | -6.5% |
| 3Y | -66.8% | +24.5% | -91.4% | -70.7% |
| 5Y | -89.6% | +115.9% | -205.5% | -91.9% |
| All | +2,186.8% | +140.2% | +2,046.7% | +1,502.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling