-77.3%
ENPH vs SPYG
+85.2%
-162.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.4% |
| 7D | -0.1% | -0.9% | +0.8% | +1.0% |
| 30D | -10.8% | -1.5% | -9.3% | -9.1% |
| 3M | -33.8% | +3.7% | -37.6% | -36.2% |
| 6M | -16.1% | +16.4% | -32.6% | -28.1% |
| YTD | +13.4% | +13.3% | +0.1% | +0.2% |
| 1Y | -2.6% | +17.9% | -20.5% | -17.6% |
| 3Y | -70.3% | +98.3% | -168.6% | -88.0% |
| All | -77.3% | +85.2% | -162.5% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling