+1,940.0%
ENPH vs SPG
+59.6%
+1,880.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.3% |
| 7D | +3.4% | -1.7% | +5.0% | +4.2% |
| 30D | -10.3% | -6.3% | -4.0% | -7.6% |
| 3M | -31.4% | -2.4% | -28.9% | -30.9% |
| 6M | -10.1% | +9.6% | -19.8% | -14.6% |
| YTD | +14.6% | +14.2% | +0.4% | +7.0% |
| 1Y | -3.2% | +19.3% | -22.5% | -11.5% |
| 3Y | -69.5% | +106.7% | -176.2% | -78.2% |
| 5Y | -77.2% | +104.2% | -181.5% | -83.7% |
| 10Y | +1,940.0% | +63.7% | +1,876.3% | +1,409.1% |
| All | +1,940.0% | +59.6% | +1,880.4% | +1,409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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