+1,919.4%
ENPH vs SMTC
+548.2%
+1,371.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -3.4% |
| 7D | -0.1% | +13.1% | -13.1% | -4.8% |
| 30D | -10.8% | +19.5% | -30.3% | -18.2% |
| 3M | -33.8% | +2.2% | -36.1% | -36.4% |
| 6M | -16.1% | +94.9% | -111.0% | -37.3% |
| YTD | +13.4% | +127.0% | -113.5% | -21.2% |
| 1Y | -2.6% | +174.6% | -177.2% | -38.0% |
| 3Y | -70.3% | +615.9% | -686.2% | -90.8% |
| 5Y | -77.0% | +125.6% | -202.6% | -87.3% |
| All | +1,919.4% | +548.2% | +1,371.2% | +583.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling