+429.0%
ENPH vs SPYG
+783.3%
-354.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.2% | +7.5% |
| 7D | +9.3% | +1.2% | +8.1% | +7.4% |
| 30D | -7.3% | -1.6% | -5.7% | -5.1% |
| 3M | -31.7% | +3.4% | -35.1% | -34.1% |
| 6M | -3.5% | +18.9% | -22.4% | -22.5% |
| YTD | +21.2% | +13.8% | +7.4% | +3.3% |
| 1Y | +0.1% | +20.6% | -20.5% | -21.3% |
| 3Y | -67.7% | +100.5% | -168.2% | -88.8% |
| 5Y | -76.2% | +84.6% | -160.8% | -90.2% |
| 10Y | +2,057.2% | +410.8% | +1,646.4% | +68.3% |
| All | +429.0% | +783.3% | -354.3% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling