-74.9%
ENPH vs SOXQ
+279.9%
-354.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +2.2% |
| 7D | +1.5% | +2.3% | -0.8% | -0.2% |
| 30D | -12.9% | -3.9% | -9.0% | -10.7% |
| 3M | -27.1% | -4.7% | -22.4% | -25.0% |
| 6M | -15.4% | +47.9% | -63.3% | -34.7% |
| YTD | +15.0% | +64.3% | -49.3% | -18.2% |
| 1Y | -0.7% | +95.7% | -96.4% | -37.8% |
| 3Y | -69.3% | +231.5% | -300.9% | -88.2% |
| 5Y | -76.7% | +255.0% | -331.7% | -91.0% |
| All | -74.9% | +279.9% | -354.9% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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