-5.1%
SAP vs ENPH
-14.2%
+9.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.4% |
| 7D | +0.6% | -8.4% | +9.1% | +0.6% |
| 30D | +6.5% | -11.2% | +17.7% | +6.5% |
| 3M | +12.2% | -36.1% | +48.3% | +12.1% |
| 6M | +46.1% | -37.9% | +84.0% | +43.5% |
| YTD | -1.6% | -18.7% | +17.0% | -6.1% |
| 1Y | -5.1% | -9.8% | +4.7% | -12.6% |
| All | -5.1% | -14.2% | +9.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling