-89.3%
ENPH vs SPG
+84.0%
-173.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -8.4% | +2.0% | -10.4% | -9.7% |
| 30D | -11.2% | +17.2% | -28.4% | -20.6% |
| 3M | -36.1% | +6.3% | -42.4% | -38.8% |
| 6M | -37.9% | +18.7% | -56.6% | -46.0% |
| YTD | -18.7% | +30.1% | -48.7% | -34.1% |
| 1Y | -9.8% | +32.8% | -42.6% | -28.0% |
| 3Y | -66.8% | +133.6% | -200.4% | -83.7% |
| All | -89.3% | +84.0% | -173.3% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling