+1,947.8%
ENPH vs SPY
+318.9%
+1,628.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.3% |
| 7D | +1.5% | -2.0% | +3.5% | +4.6% |
| 30D | -12.9% | -1.7% | -11.2% | -10.5% |
| 3M | -27.1% | +4.7% | -31.8% | -31.4% |
| 6M | -15.4% | +12.5% | -27.9% | -27.4% |
| YTD | +15.0% | +11.7% | +3.3% | +0.2% |
| 1Y | -0.7% | +17.5% | -18.2% | -19.2% |
| 3Y | -69.3% | +76.6% | -145.9% | -86.7% |
| 5Y | -76.7% | +82.0% | -158.7% | -89.9% |
| All | +1,947.8% | +318.9% | +1,628.9% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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