-89.1%
ENPH vs SMTC
+31.7%
-120.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -4.0% |
| 7D | -7.6% | +30.5% | -38.0% | -15.1% |
| 30D | -16.4% | -30.9% | +14.5% | -8.7% |
| 3M | -34.3% | -14.7% | -19.6% | -34.5% |
| 6M | -28.5% | -9.6% | -19.0% | -30.0% |
| YTD | -16.4% | +62.1% | -78.5% | -32.5% |
| 1Y | -12.8% | +66.6% | -79.4% | -30.4% |
| 3Y | -65.7% | +718.1% | -783.7% | -88.4% |
| All | -89.1% | +31.7% | -120.7% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling