+179.0%
SAP vs ENPH
+1,928.7%
-1,749.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.8% |
| 7D | -0.3% | +3.4% | -3.6% | -0.5% |
| 30D | +0.3% | -10.3% | +10.5% | +0.9% |
| 3M | +16.9% | -31.4% | +48.3% | +19.3% |
| 6M | +6.3% | -10.1% | +16.5% | +5.4% |
| YTD | -12.4% | +14.6% | -27.0% | -15.3% |
| 1Y | -21.6% | -3.2% | -18.4% | -23.5% |
| 3Y | +54.8% | -69.5% | +124.2% | +59.1% |
| 5Y | +56.2% | -77.2% | +133.4% | +60.9% |
| 10Y | +179.0% | +1,940.0% | -1,761.0% | +139.1% |
| All | +179.0% | +1,928.7% | -1,749.7% | +139.1% |
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