-76.8%
ENPH vs SGI
+50.6%
-127.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.4% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | -10.3% | +5.5% | -15.8% | -12.9% |
| 3M | -31.4% | -3.6% | -27.8% | -30.7% |
| 6M | -10.1% | -15.0% | +4.9% | -4.1% |
| YTD | +14.6% | -23.0% | +37.6% | +28.0% |
| 1Y | -3.2% | -18.4% | +15.2% | +3.9% |
| 3Y | -69.5% | +57.8% | -127.2% | -77.9% |
| All | -76.8% | +50.6% | -127.4% | -84.5% |
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