+2,186.8%
ENPH vs SGI
+319.5%
+1,867.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -8.4% | -5.3% | -3.1% | -6.0% |
| 30D | -11.2% | -2.1% | -9.1% | -10.2% |
| 3M | -36.1% | -8.2% | -27.9% | -33.6% |
| 6M | -37.9% | -4.6% | -33.4% | -36.8% |
| YTD | -18.7% | -31.5% | +12.8% | -5.2% |
| 1Y | -9.8% | -30.8% | +21.0% | +4.6% |
| 3Y | -66.8% | +67.2% | -134.0% | -74.8% |
| 5Y | -89.6% | +42.5% | -132.1% | -91.9% |
| All | +2,186.8% | +319.5% | +1,867.3% | +899.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling