+1,919.4%
ENPH vs SM
+23.0%
+1,896.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | +4.6% | -4.6% | -0.8% |
| 30D | -10.8% | +18.2% | -29.1% | -13.5% |
| 3M | -33.8% | +22.5% | -56.3% | -36.7% |
| 6M | -16.1% | +50.6% | -66.7% | -23.6% |
| YTD | +13.4% | +108.1% | -94.7% | -2.8% |
| 1Y | -2.6% | +46.0% | -48.6% | -11.6% |
| 3Y | -70.3% | +2.9% | -73.1% | -71.9% |
| 5Y | -77.0% | +112.6% | -189.6% | -81.2% |
| All | +1,919.4% | +23.0% | +1,896.5% | +1,059.7% |
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