+2,249.1%
ENPH vs SM
+18.2%
+2,231.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.2% | -10.5% | -6.2% |
| 7D | -7.6% | +10.6% | -18.2% | -9.2% |
| 30D | -16.4% | -15.0% | -1.4% | -14.7% |
| 3M | -34.3% | +1.7% | -36.0% | -35.2% |
| 6M | -28.5% | +5.9% | -34.4% | -30.8% |
| YTD | -16.4% | +79.0% | -95.4% | -27.2% |
| 1Y | -12.8% | +84.7% | -97.5% | -24.6% |
| 3Y | -65.7% | -3.5% | -62.2% | -67.5% |
| 5Y | -89.4% | +4.9% | -94.3% | -90.3% |
| All | +2,249.1% | +18.2% | +2,231.0% | +1,283.1% |
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