+429.0%
ENPH vs SMTC
+469.2%
-40.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.0% | -3.2% | +2.4% |
| 7D | +9.3% | +22.9% | -13.7% | -0.4% |
| 30D | -7.3% | +16.6% | -23.9% | -15.2% |
| 3M | -31.7% | +2.4% | -34.1% | -34.7% |
| 6M | -3.5% | +98.3% | -101.7% | -31.6% |
| YTD | +21.2% | +120.7% | -99.5% | -19.5% |
| 1Y | +0.1% | +168.3% | -168.2% | -40.1% |
| 3Y | -67.7% | +571.7% | -639.4% | -91.4% |
| 5Y | -76.2% | +114.0% | -190.2% | -88.1% |
| 10Y | +2,057.2% | +497.0% | +1,560.2% | +371.3% |
| All | +429.0% | +469.2% | -40.2% | -0.2% |
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 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