+276.6%
ENPH vs SM
-52.2%
+328.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.2% |
| 7D | -9.1% | -19.5% | +10.4% | -5.6% |
| 30D | -15.8% | -20.2% | +4.5% | -12.6% |
| 3M | -32.5% | -6.5% | -25.9% | -32.4% |
| 6M | -24.2% | +1.6% | -25.7% | -26.4% |
| YTD | -13.8% | +61.2% | -75.0% | -24.8% |
| 1Y | -15.8% | +65.4% | -81.2% | -27.2% |
| 3Y | -64.6% | -13.0% | -51.5% | -66.0% |
| 5Y | -88.1% | -4.3% | -83.8% | -89.2% |
| 10Y | +2,367.9% | +3.0% | +2,364.8% | +1,358.5% |
| All | +276.6% | -52.2% | +328.8% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling