-67.7%
ENPH vs SFM
+96.9%
-164.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.5% | +13.3% | +6.9% |
| 7D | +9.3% | -5.8% | +15.1% | +9.4% |
| 30D | -7.3% | -11.4% | +4.1% | -7.0% |
| 3M | -31.7% | -12.2% | -19.5% | -31.6% |
| 6M | -3.5% | -5.2% | +1.7% | -4.2% |
| YTD | +21.2% | -4.5% | +25.6% | +19.9% |
| 1Y | +0.1% | -45.4% | +45.4% | +2.4% |
| 3Y | -67.7% | +91.1% | -158.8% | -76.2% |
| All | -67.7% | +96.9% | -164.6% | -76.2% |
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