-69.8%
ENPH vs SONY
+40.0%
-109.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +1.5% | -5.8% | +7.3% | +3.4% |
| 30D | -12.9% | -0.4% | -12.5% | -13.0% |
| 3M | -27.1% | +13.3% | -40.4% | -31.1% |
| 6M | -15.4% | +8.5% | -23.9% | -18.9% |
| YTD | +15.0% | -8.1% | +23.1% | +17.4% |
| 1Y | -0.7% | -17.9% | +17.2% | +6.3% |
| All | -69.8% | +40.0% | -109.8% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling