+1,919.4%
ENPH vs SONY
+293.1%
+1,626.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.4% |
| 7D | -0.1% | -2.7% | +2.6% | +1.3% |
| 30D | -10.8% | +1.5% | -12.4% | -12.1% |
| 3M | -33.8% | +13.0% | -46.8% | -39.7% |
| 6M | -16.1% | +11.2% | -27.3% | -23.0% |
| YTD | +13.4% | -6.6% | +20.1% | +15.3% |
| 1Y | -2.6% | -18.1% | +15.5% | +7.2% |
| 3Y | -70.3% | +42.1% | -112.3% | -78.5% |
| 5Y | -77.0% | +11.0% | -88.1% | -80.6% |
| All | +1,919.4% | +293.1% | +1,626.4% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling