-70.3%
ENPH vs SHAK
-2.6%
-67.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.5% | -2.0% |
| 7D | -0.1% | -8.3% | +8.2% | +1.5% |
| 30D | -10.8% | -12.6% | +1.8% | -8.6% |
| 3M | -33.8% | +9.1% | -42.9% | -35.5% |
| 6M | -16.1% | -31.2% | +15.1% | -11.3% |
| YTD | +13.4% | -21.6% | +35.0% | +15.5% |
| 1Y | -2.6% | -38.8% | +36.2% | +5.6% |
| 3Y | -70.3% | +0.6% | -70.9% | -78.6% |
| All | -70.3% | -2.6% | -67.6% | -78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling