+395.5%
ENPH vs SGI
+252.3%
+143.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.4% | +8.5% | -10.9% | -5.2% |
| 30D | -6.6% | +0.7% | -7.3% | -7.1% |
| 3M | -46.8% | +0.6% | -47.4% | -47.2% |
| 6M | -14.7% | -17.9% | +3.2% | -9.7% |
| YTD | +13.5% | -21.2% | +34.7% | +21.4% |
| 1Y | -0.4% | -18.9% | +18.4% | +5.1% |
| 3Y | -71.7% | +52.6% | -124.4% | -76.1% |
| 5Y | -79.1% | +60.7% | -139.8% | -83.1% |
| 10Y | +1,898.4% | +278.1% | +1,620.2% | +1,021.9% |
| All | +395.5% | +252.3% | +143.2% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling