+1,940.0%
ENPH vs SIMO
+548.4%
+1,391.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -6.1% |
| 7D | +3.4% | +14.5% | -11.1% | -1.3% |
| 30D | -10.3% | +20.4% | -30.7% | -16.4% |
| 3M | -31.4% | +7.1% | -38.5% | -34.5% |
| 6M | -10.1% | +129.2% | -139.4% | -36.2% |
| YTD | +14.6% | +201.9% | -187.4% | -27.3% |
| 1Y | -3.2% | +235.5% | -238.7% | -41.0% |
| 3Y | -69.5% | +463.8% | -533.3% | -85.1% |
| 5Y | -77.2% | +306.7% | -383.9% | -88.4% |
| 10Y | +1,940.0% | +579.5% | +1,360.5% | +624.9% |
| All | +1,940.0% | +548.4% | +1,391.6% | +624.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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