+224.0%
SAP vs ENPH
+2,435.8%
-2,211.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.4% | -1.2% |
| 7D | +1.5% | -9.1% | +10.6% | +2.1% |
| 30D | +8.8% | -15.8% | +24.6% | +9.8% |
| 3M | +12.1% | -32.5% | +44.5% | +14.7% |
| 6M | +34.6% | -24.2% | +58.7% | +34.8% |
| YTD | -2.1% | -13.8% | +11.7% | -3.8% |
| 1Y | -5.5% | -15.8% | +10.3% | -7.1% |
| 3Y | +67.4% | -64.6% | +132.0% | +69.6% |
| 5Y | +74.6% | -88.1% | +162.6% | +87.5% |
| 10Y | +224.0% | +2,367.9% | -2,143.8% | +179.3% |
| All | +224.0% | +2,435.8% | -2,211.7% | +179.3% |
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