+100.6%
ENPH vs SITM
+4,789.7%
-4,689.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -3.1% |
| 7D | -0.1% | +3.9% | -3.9% | -1.3% |
| 30D | -10.8% | -6.6% | -4.2% | -9.7% |
| 3M | -33.8% | -11.9% | -22.0% | -32.6% |
| 6M | -16.1% | +81.1% | -97.3% | -32.3% |
| YTD | +13.4% | +80.0% | -66.6% | -10.2% |
| 1Y | -2.6% | +145.8% | -148.4% | -32.0% |
| 3Y | -70.3% | +475.9% | -546.1% | -86.7% |
| 5Y | -77.0% | +189.2% | -266.2% | -88.5% |
| All | +100.6% | +4,789.7% | -4,689.1% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling