+1,919.4%
ENPH vs SPXS
-99.6%
+2,019.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -2.6% |
| 7D | -0.1% | +2.5% | -2.6% | +1.2% |
| 30D | -10.8% | +4.2% | -15.0% | -8.7% |
| 3M | -33.8% | -9.3% | -24.5% | -35.8% |
| 6M | -16.1% | -30.7% | +14.6% | -26.3% |
| YTD | +13.4% | -28.1% | +41.5% | +2.7% |
| 1Y | -2.6% | -35.1% | +32.5% | -14.6% |
| 3Y | -70.3% | -79.6% | +9.3% | -83.1% |
| 5Y | -77.0% | -86.3% | +9.2% | -85.8% |
| All | +1,919.4% | -99.6% | +2,019.0% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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