-70.2%
ENPH vs SPG
+111.2%
-181.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -0.8% |
| 30D | -6.6% | -6.8% | +0.2% | -2.2% |
| 3M | -46.8% | +2.7% | -49.5% | -48.9% |
| 6M | -14.7% | +5.5% | -20.2% | -20.0% |
| YTD | +13.5% | +15.7% | -2.2% | -0.5% |
| 1Y | -0.4% | +20.9% | -21.3% | -15.8% |
| All | -70.2% | +111.2% | -181.4% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling