+2,186.8%
ENPH vs SM
+18.0%
+2,168.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -8.4% | +9.4% | -17.8% | -9.9% |
| 30D | -11.2% | -14.4% | +3.2% | -9.5% |
| 3M | -36.1% | +1.6% | -37.6% | -36.9% |
| 6M | -37.9% | +6.3% | -44.3% | -40.0% |
| YTD | -18.7% | +78.8% | -97.4% | -29.1% |
| 1Y | -9.8% | +83.1% | -93.0% | -21.9% |
| 3Y | -66.8% | -5.9% | -60.9% | -68.4% |
| 5Y | -89.6% | +4.8% | -94.5% | -90.6% |
| All | +2,186.8% | +18.0% | +2,168.8% | +1,246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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