-89.3%
ENPH vs SPXU
-83.3%
-6.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.0% |
| 7D | -8.4% | -7.6% | -0.9% | -11.9% |
| 30D | -11.2% | +5.3% | -16.5% | -7.6% |
| 3M | -36.1% | +9.6% | -45.7% | -31.5% |
| 6M | -37.9% | -4.5% | -33.4% | -36.1% |
| YTD | -18.7% | -25.9% | +7.2% | -24.2% |
| 1Y | -9.8% | -28.9% | +19.0% | -17.2% |
| 3Y | -66.8% | -80.5% | +13.7% | -82.2% |
| All | -89.3% | -83.3% | -6.1% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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