-76.7%
ENPH vs SPXS
-85.4%
+8.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +1.4% |
| 7D | +1.5% | +6.4% | -4.9% | +4.9% |
| 30D | -12.9% | +6.0% | -18.8% | -9.9% |
| 3M | -27.1% | -11.6% | -15.5% | -30.1% |
| 6M | -15.4% | -28.7% | +13.3% | -24.8% |
| YTD | +15.0% | -26.3% | +41.3% | +5.3% |
| 1Y | -0.7% | -34.9% | +34.2% | -12.9% |
| 3Y | -69.3% | -79.5% | +10.1% | -83.0% |
| 5Y | -76.7% | -85.9% | +9.2% | -84.5% |
| All | -76.7% | -85.4% | +8.7% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling