+264.9%
ENPH vs SPY
+590.2%
-325.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.8% |
| 7D | -7.6% | +3.3% | -10.9% | -12.3% |
| 30D | -16.4% | -2.7% | -13.7% | -12.5% |
| 3M | -34.3% | -1.7% | -32.6% | -32.3% |
| 6M | -28.5% | +3.1% | -31.6% | -30.4% |
| YTD | -16.4% | +11.9% | -28.3% | -28.2% |
| 1Y | -12.8% | +12.0% | -24.8% | -25.0% |
| 3Y | -65.7% | +78.2% | -143.8% | -86.5% |
| 5Y | -89.4% | +73.2% | -162.6% | -95.4% |
| 10Y | +2,249.1% | +309.6% | +1,939.5% | +124.3% |
| All | +264.9% | +590.2% | -325.4% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling