-9.8%
ENPH vs SM
+84.2%
-94.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | -8.4% | +9.4% | -17.8% | -7.9% |
| 30D | -11.2% | -14.4% | +3.2% | -12.1% |
| 3M | -36.1% | +1.6% | -37.6% | -36.2% |
| 6M | -37.9% | +6.3% | -44.3% | -37.6% |
| YTD | -18.7% | +78.8% | -97.4% | -37.3% |
| 1Y | -9.8% | +83.1% | -93.0% | -31.2% |
| All | -9.8% | +84.2% | -94.1% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling