-69.8%
ENPH vs SITM
+423.6%
-493.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | +1.5% | +4.8% | -3.3% | +0.3% |
| 30D | -12.9% | -9.7% | -3.1% | -11.3% |
| 3M | -27.1% | -9.3% | -17.8% | -26.4% |
| 6M | -15.4% | +69.5% | -84.9% | -25.1% |
| YTD | +15.0% | +70.5% | -55.5% | +0.5% |
| 1Y | -0.7% | +145.3% | -146.0% | -21.3% |
| All | -69.8% | +423.6% | -493.5% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling