+429.0%
ENPH vs SPXU
-99.9%
+529.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +7.7% |
| 7D | +9.3% | -1.5% | +10.7% | +8.4% |
| 30D | -7.3% | +3.7% | -11.0% | -5.2% |
| 3M | -31.7% | -9.6% | -22.2% | -33.8% |
| 6M | -3.5% | -32.4% | +28.9% | -17.4% |
| YTD | +21.2% | -28.7% | +49.8% | +8.0% |
| 1Y | +0.1% | -38.2% | +38.3% | -15.8% |
| 3Y | -67.7% | -80.4% | +12.7% | -83.1% |
| 5Y | -76.2% | -86.0% | +9.8% | -86.0% |
| 10Y | +2,057.2% | -99.5% | +2,156.7% | +232.0% |
| All | +429.0% | -99.9% | +529.0% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling