-69.8%
ENPH vs SPYG
+96.8%
-166.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.2% |
| 7D | +1.5% | -1.8% | +3.3% | +3.4% |
| 30D | -12.9% | -1.9% | -10.9% | -11.1% |
| 3M | -27.1% | +5.2% | -32.3% | -29.8% |
| 6M | -15.4% | +15.6% | -31.0% | -23.6% |
| YTD | +15.0% | +12.4% | +2.6% | +6.2% |
| 1Y | -0.7% | +17.5% | -18.2% | -11.1% |
| All | -69.8% | +96.8% | -166.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling