+2,249.1%
ENPH vs SPG
+114.5%
+2,134.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | -7.6% | +3.1% | -10.7% | -8.9% |
| 30D | -16.4% | +16.4% | -32.8% | -21.9% |
| 3M | -34.3% | +7.1% | -41.4% | -36.2% |
| 6M | -28.5% | +16.1% | -44.6% | -33.8% |
| YTD | -16.4% | +30.4% | -46.9% | -26.5% |
| 1Y | -12.8% | +33.0% | -45.8% | -23.9% |
| 3Y | -65.7% | +134.6% | -200.3% | -76.9% |
| 5Y | -89.4% | +84.9% | -174.3% | -92.2% |
| All | +2,249.1% | +114.5% | +2,134.6% | +1,562.6% |
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