+429.0%
ENPH vs SONY
+519.9%
-90.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.2% | +11.0% | +9.0% |
| 7D | +9.3% | -5.2% | +14.4% | +12.1% |
| 30D | -7.3% | +0.3% | -7.6% | -7.8% |
| 3M | -31.7% | +6.2% | -38.0% | -34.7% |
| 6M | -3.5% | +9.5% | -13.0% | -9.5% |
| YTD | +21.2% | -8.1% | +29.2% | +23.9% |
| 1Y | +0.1% | -17.9% | +18.0% | +8.3% |
| 3Y | -67.7% | +41.5% | -109.2% | -75.0% |
| 5Y | -76.2% | +11.8% | -88.1% | -79.3% |
| 10Y | +2,057.2% | +275.4% | +1,781.8% | +933.3% |
| All | +429.0% | +519.9% | -90.9% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling