+1,940.0%
ENPH vs SFM
+273.2%
+1,666.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -4.9% |
| 7D | +3.4% | -7.2% | +10.6% | +4.2% |
| 30D | -10.3% | -14.3% | +4.1% | -8.7% |
| 3M | -31.4% | -13.7% | -17.7% | -30.4% |
| 6M | -10.1% | -6.0% | -4.1% | -10.6% |
| YTD | +14.6% | -8.2% | +22.8% | +14.1% |
| 1Y | -3.2% | -46.2% | +43.0% | +3.5% |
| 3Y | -69.5% | +83.6% | -153.0% | -74.1% |
| 5Y | -77.2% | +212.7% | -289.9% | -82.8% |
| All | +1,940.0% | +273.2% | +1,666.8% | +1,223.1% |
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 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