-78.4%
ENPH vs SIMO
+269.6%
-348.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -2.1% |
| 7D | -2.4% | +4.2% | -6.6% | -3.6% |
| 30D | -6.6% | +4.1% | -10.7% | -8.5% |
| 3M | -46.8% | -12.9% | -33.9% | -45.6% |
| 6M | -14.7% | +110.3% | -125.1% | -31.6% |
| YTD | +13.5% | +178.6% | -165.1% | -16.6% |
| 1Y | -0.4% | +220.0% | -220.4% | -29.4% |
| 3Y | -71.7% | +409.0% | -480.8% | -82.4% |
| All | -78.4% | +269.6% | -348.0% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling