-76.7%
ENPH vs SITM
+176.0%
-252.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | +1.5% | +4.8% | -3.3% | 0.0% |
| 30D | -12.9% | -9.7% | -3.1% | -10.9% |
| 3M | -27.1% | -9.3% | -17.8% | -26.3% |
| 6M | -15.4% | +69.5% | -84.9% | -29.4% |
| YTD | +15.0% | +70.5% | -55.5% | -6.1% |
| 1Y | -0.7% | +145.3% | -146.0% | -29.3% |
| 3Y | -69.3% | +432.8% | -502.1% | -85.9% |
| 5Y | -76.7% | +174.0% | -250.7% | -88.1% |
| All | -76.7% | +176.0% | -252.7% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling