-77.2%
ENPH vs SM
+119.2%
-196.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -10.3% | +20.3% | -30.6% | -14.3% |
| 3M | -31.4% | +22.9% | -54.3% | -35.7% |
| 6M | -10.1% | +47.8% | -58.0% | -21.6% |
| YTD | +14.6% | +107.5% | -92.9% | -9.8% |
| 1Y | -3.2% | +51.7% | -55.0% | -17.5% |
| 3Y | -69.5% | -0.9% | -68.6% | -71.9% |
| 5Y | -77.2% | +112.2% | -189.5% | -81.5% |
| All | -77.2% | +119.2% | -196.5% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling