-61.5%
ENPH vs SIMO
+230.1%
-291.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.5% | +0.7% |
| 7D | +4.1% | -8.2% | +12.3% | +6.1% |
| 30D | -11.4% | -34.6% | +23.2% | -2.5% |
| 3M | -30.5% | -32.6% | +2.1% | -25.8% |
| 6M | -20.2% | -31.8% | +11.6% | -14.9% |
| YTD | -9.3% | +87.6% | -96.9% | -32.7% |
| 1Y | -3.8% | +86.7% | -90.4% | -28.5% |
| 3Y | -61.5% | +227.4% | -289.0% | -80.2% |
| All | -61.5% | +230.1% | -291.6% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling