+197.5%
ENPH vs SHAK
+31.3%
+166.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | +1.5% | -11.0% | +12.5% | +5.3% |
| 30D | -12.9% | -14.0% | +1.2% | -8.7% |
| 3M | -27.1% | +13.3% | -40.4% | -30.9% |
| 6M | -15.4% | -35.3% | +19.9% | -7.0% |
| YTD | +15.0% | -24.0% | +39.0% | +19.1% |
| 1Y | -0.7% | -36.7% | +36.0% | +9.1% |
| 3Y | -69.3% | -5.4% | -64.0% | -73.1% |
| 5Y | -76.7% | -24.9% | -51.8% | -78.9% |
| 10Y | +1,947.8% | +79.6% | +1,868.2% | +1,173.3% |
| All | +197.5% | +31.3% | +166.2% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling