-0.4%
ENPH vs SITM
+174.8%
-175.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.4% | -1.3% |
| 7D | -2.4% | +9.7% | -12.1% | -4.5% |
| 30D | -6.6% | +12.7% | -19.3% | -10.5% |
| 3M | -46.8% | -13.4% | -33.4% | -45.8% |
| 6M | -14.7% | +59.6% | -74.4% | -19.3% |
| YTD | +13.5% | +73.3% | -59.8% | +7.9% |
| 1Y | -0.4% | +165.5% | -166.0% | +0.4% |
| All | -0.4% | +174.8% | -175.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling