-64.0%
ENPH vs SFM
+23.6%
-87.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.3% |
| 7D | -10.3% | -7.1% | -3.2% | -10.1% |
| 30D | -10.1% | -21.4% | +11.3% | -9.9% |
| 3M | -33.1% | -40.1% | +7.0% | -32.7% |
| 6M | -24.8% | -38.0% | +13.2% | -24.7% |
| YTD | -11.7% | -36.5% | +24.8% | -12.2% |
| 1Y | -8.2% | -35.2% | +27.0% | -8.8% |
| All | -64.0% | +23.6% | -87.6% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling