+395.5%
ENPH vs SM
-41.0%
+436.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.6% | +26.3% | -32.9% | -11.2% |
| 3M | -46.8% | +8.7% | -55.5% | -48.2% |
| 6M | -14.7% | +51.7% | -66.4% | -23.8% |
| YTD | +13.5% | +99.0% | -85.6% | -4.1% |
| 1Y | -0.4% | +34.6% | -35.0% | -9.6% |
| 3Y | -71.7% | -7.8% | -64.0% | -73.0% |
| 5Y | -79.1% | +104.8% | -183.9% | -83.6% |
| 10Y | +1,898.4% | +7.2% | +1,891.1% | +1,091.7% |
| All | +395.5% | -41.0% | +436.5% | +194.2% |
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 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