+8.8%
ENPH vs SGI
-10.7%
+19.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +0.9% |
| 7D | +26.3% | +12.1% | +14.2% | +20.6% |
| 30D | -5.7% | +12.1% | -17.8% | -9.9% |
| 3M | -24.5% | +0.4% | -24.9% | -25.0% |
| 6M | -3.0% | -4.0% | +1.0% | -3.9% |
| YTD | -1.6% | -21.2% | +19.7% | +3.6% |
| 1Y | +8.8% | -12.1% | +20.8% | +13.2% |
| All | +8.8% | -10.7% | +19.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling