-69.9%
ENPH vs SM
-1.2%
-68.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -10.3% | +20.3% | -30.6% | -13.7% |
| 3M | -31.4% | +22.9% | -54.3% | -34.9% |
| 6M | -10.1% | +47.8% | -58.0% | -20.9% |
| YTD | +14.6% | +107.5% | -92.9% | -10.0% |
| 1Y | -3.2% | +51.7% | -55.0% | -17.0% |
| All | -69.9% | -1.2% | -68.7% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling