+395.2%
ENPH vs SNY
+101.0%
+294.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | -3.3% | +3.3% | +1.4% |
| 30D | -10.8% | -2.2% | -8.7% | -10.1% |
| 3M | -33.8% | -3.0% | -30.8% | -33.3% |
| 6M | -16.1% | +2.7% | -18.9% | -17.9% |
| YTD | +13.4% | -6.8% | +20.3% | +16.1% |
| 1Y | -2.6% | -5.3% | +2.7% | -1.4% |
| 3Y | -70.3% | -9.8% | -60.5% | -69.6% |
| 5Y | -77.0% | +9.7% | -86.7% | -79.1% |
| 10Y | +1,919.4% | +64.5% | +1,854.9% | +1,307.4% |
| All | +395.2% | +101.0% | +294.2% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling