+1,947.8%
ENPH vs SGI
+266.5%
+1,681.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.8% |
| 7D | +1.5% | -4.9% | +6.4% | +3.8% |
| 30D | -12.9% | +1.6% | -14.5% | -13.7% |
| 3M | -27.1% | -3.2% | -23.9% | -26.6% |
| 6M | -15.4% | -16.0% | +0.6% | -9.9% |
| YTD | +15.0% | -25.4% | +40.4% | +28.5% |
| 1Y | -0.7% | -21.6% | +20.9% | +7.8% |
| 3Y | -69.3% | +52.9% | -122.2% | -75.8% |
| 5Y | -76.7% | +47.5% | -124.2% | -82.1% |
| All | +1,947.8% | +266.5% | +1,681.3% | +765.4% |
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