+236.6%
SAP vs ENPH
+2,128.2%
-1,891.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.5% |
| 7D | +0.6% | -8.4% | +9.1% | +1.2% |
| 30D | +6.5% | -11.2% | +17.7% | +7.1% |
| 3M | +12.2% | -36.1% | +48.3% | +15.2% |
| 6M | +46.1% | -37.9% | +84.0% | +48.5% |
| YTD | -1.6% | -18.7% | +17.0% | -3.0% |
| 1Y | -5.1% | -9.8% | +4.7% | -7.2% |
| 3Y | +68.4% | -66.8% | +135.2% | +71.2% |
| 5Y | +79.4% | -89.6% | +169.1% | +94.5% |
| All | +236.6% | +2,128.2% | -1,891.6% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling