-89.4%
ENPH vs SGI
+45.7%
-135.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -3.8% |
| 7D | -7.6% | -10.7% | +3.1% | -1.8% |
| 30D | -16.4% | -3.6% | -12.8% | -14.6% |
| 3M | -34.3% | -5.4% | -28.9% | -32.5% |
| 6M | -28.5% | -7.0% | -21.5% | -26.3% |
| YTD | -16.4% | -31.6% | +15.2% | -0.4% |
| 1Y | -12.8% | -33.5% | +20.7% | +5.6% |
| 3Y | -65.7% | +66.5% | -132.1% | -76.1% |
| 5Y | -89.4% | +42.2% | -131.5% | -92.1% |
| All | -89.4% | +45.7% | -135.0% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling