+1,919.4%
ENPH vs SHAK
+87.2%
+1,832.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.5% | -2.5% |
| 7D | -0.1% | -8.3% | +8.2% | +2.9% |
| 30D | -10.8% | -12.6% | +1.8% | -6.7% |
| 3M | -33.8% | +9.1% | -42.9% | -36.8% |
| 6M | -16.1% | -31.2% | +15.1% | -9.1% |
| YTD | +13.4% | -21.6% | +35.0% | +16.3% |
| 1Y | -2.6% | -38.8% | +36.2% | +9.3% |
| 3Y | -70.3% | +0.6% | -70.9% | -75.2% |
| 5Y | -77.0% | -22.5% | -54.5% | -80.0% |
| All | +1,919.4% | +87.2% | +1,832.2% | +894.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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