+255.2%
ENPH vs SPG
+227.3%
+27.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -8.4% | +2.0% | -10.4% | -9.3% |
| 30D | -11.2% | +17.2% | -28.4% | -17.7% |
| 3M | -36.1% | +6.3% | -42.4% | -37.9% |
| 6M | -37.9% | +18.7% | -56.6% | -43.4% |
| YTD | -18.7% | +30.1% | -48.7% | -29.0% |
| 1Y | -9.8% | +32.8% | -42.6% | -22.1% |
| 3Y | -66.8% | +133.6% | -200.4% | -78.4% |
| 5Y | -89.6% | +84.4% | -174.0% | -92.5% |
| 10Y | +2,186.8% | +114.3% | +2,072.5% | +1,379.5% |
| All | +255.2% | +227.3% | +27.9% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling