+296.2%
ENPH vs SIMO
+1,120.9%
-824.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.5% | +0.4% |
| 7D | +4.1% | -8.2% | +12.3% | +6.4% |
| 30D | -11.4% | -34.6% | +23.2% | -1.2% |
| 3M | -30.5% | -32.6% | +2.1% | -25.1% |
| 6M | -20.2% | -31.8% | +11.6% | -14.7% |
| YTD | -9.3% | +87.6% | -96.9% | -34.1% |
| 1Y | -3.8% | +86.7% | -90.4% | -30.1% |
| 3Y | -61.5% | +227.4% | -289.0% | -77.5% |
| 5Y | -87.9% | +173.0% | -260.8% | -93.0% |
| 10Y | +2,519.8% | +409.6% | +2,110.2% | +1,058.6% |
| All | +296.2% | +1,120.9% | -824.7% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling