+255.2%
ENPH vs SPY
+587.7%
-332.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | -8.4% | +2.6% | -11.0% | -12.2% |
| 30D | -11.2% | -2.0% | -9.2% | -8.2% |
| 3M | -36.1% | -2.8% | -33.3% | -32.9% |
| 6M | -37.9% | +2.1% | -40.1% | -38.7% |
| YTD | -18.7% | +11.5% | -30.1% | -29.7% |
| 1Y | -9.8% | +13.5% | -23.3% | -24.2% |
| 3Y | -66.8% | +77.7% | -144.5% | -86.9% |
| 5Y | -89.6% | +72.6% | -162.2% | -95.5% |
| 10Y | +2,186.8% | +308.2% | +1,878.7% | +119.6% |
| All | +255.2% | +587.7% | -332.5% | -90.5% |
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