+429.0%
ENPH vs SPXS
-99.9%
+529.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +7.7% |
| 7D | +9.3% | -1.5% | +10.8% | +8.3% |
| 30D | -7.3% | +3.7% | -10.9% | -5.2% |
| 3M | -31.7% | -9.6% | -22.1% | -33.8% |
| 6M | -3.5% | -32.4% | +28.9% | -17.3% |
| YTD | +21.2% | -28.7% | +49.8% | +8.1% |
| 1Y | +0.1% | -38.1% | +38.1% | -15.5% |
| 3Y | -67.7% | -80.1% | +12.4% | -82.9% |
| 5Y | -76.2% | -85.9% | +9.7% | -85.9% |
| 10Y | +2,057.2% | -99.5% | +2,156.7% | +234.1% |
| All | +429.0% | -99.9% | +529.0% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling