+114.3%
ENPH vs SITM
+4,507.3%
-4,393.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.1% | +8.9% | +7.4% |
| 7D | +9.3% | +8.4% | +0.9% | +6.5% |
| 30D | -7.3% | -17.4% | +10.2% | -2.5% |
| 3M | -31.7% | -9.8% | -21.9% | -30.8% |
| 6M | -3.5% | +83.0% | -86.4% | -22.3% |
| YTD | +21.2% | +69.6% | -48.4% | -2.3% |
| 1Y | +0.1% | +144.9% | -144.8% | -30.2% |
| 3Y | -67.7% | +429.9% | -497.6% | -85.2% |
| 5Y | -76.2% | +169.2% | -245.4% | -87.9% |
| All | +114.3% | +4,507.3% | -4,393.0% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling