+276.6%
ENPH vs SIMO
+1,099.6%
-823.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.2% | -4.4% |
| 7D | -9.1% | -16.0% | +6.9% | -4.6% |
| 30D | -15.8% | -35.8% | +20.0% | -5.6% |
| 3M | -32.5% | -26.5% | -6.0% | -29.1% |
| 6M | -24.2% | -33.0% | +8.8% | -18.5% |
| YTD | -13.8% | +84.3% | -98.1% | -37.0% |
| 1Y | -15.8% | +82.0% | -97.8% | -38.3% |
| 3Y | -64.6% | +218.5% | -283.0% | -79.1% |
| 5Y | -88.1% | +175.0% | -263.1% | -93.1% |
| 10Y | +2,367.9% | +407.5% | +1,960.3% | +993.3% |
| All | +276.6% | +1,099.6% | -823.0% | +13.5% |
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