+264.9%
ENPH vs SMTC
+318.1%
-53.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -3.5% |
| 7D | -7.6% | +30.5% | -38.0% | -18.1% |
| 30D | -16.4% | -30.9% | +14.5% | -6.0% |
| 3M | -34.3% | -14.7% | -19.6% | -35.1% |
| 6M | -28.5% | -9.6% | -19.0% | -31.6% |
| YTD | -16.4% | +62.1% | -78.5% | -40.3% |
| 1Y | -12.8% | +66.6% | -79.4% | -38.8% |
| 3Y | -65.7% | +718.1% | -783.7% | -92.4% |
| 5Y | -89.4% | +32.8% | -122.2% | -93.6% |
| 10Y | +2,249.1% | +354.1% | +1,895.0% | +437.4% |
| All | +264.9% | +318.1% | -53.2% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling