-77.3%
ENPH vs SNY
+9.4%
-86.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | -3.3% | +3.3% | +1.2% |
| 30D | -10.8% | -2.2% | -8.7% | -10.2% |
| 3M | -33.8% | -3.0% | -30.8% | -33.4% |
| 6M | -16.1% | +2.7% | -18.9% | -17.7% |
| YTD | +13.4% | -6.8% | +20.3% | +15.8% |
| 1Y | -2.6% | -5.3% | +2.7% | -1.5% |
| 3Y | -70.3% | -9.8% | -60.5% | -69.6% |
| All | -77.3% | +9.4% | -86.7% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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