-89.3%
ENPH vs SPY
+72.1%
-161.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | -8.4% | +2.6% | -11.0% | -12.0% |
| 30D | -11.2% | -2.0% | -9.2% | -8.3% |
| 3M | -36.1% | -2.8% | -33.3% | -33.0% |
| 6M | -37.9% | +2.1% | -40.1% | -38.6% |
| YTD | -18.7% | +11.5% | -30.1% | -28.9% |
| 1Y | -9.8% | +13.5% | -23.3% | -23.1% |
| 3Y | -66.8% | +77.7% | -144.5% | -86.3% |
| All | -89.3% | +72.1% | -161.5% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling