-5.5%
SAP vs ENPH
-10.6%
+5.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.4% | -1.6% |
| 7D | +1.5% | -9.1% | +10.6% | +1.4% |
| 30D | +8.8% | -15.8% | +24.6% | +8.8% |
| 3M | +12.1% | -32.5% | +44.5% | +11.9% |
| 6M | +34.6% | -24.2% | +58.7% | +31.3% |
| YTD | -2.1% | -13.8% | +11.7% | -5.7% |
| 1Y | -5.5% | -15.8% | +10.3% | -8.9% |
| All | -5.5% | -10.6% | +5.0% | -8.9% |
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 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