+56.5%
SAP vs ENPH
-68.2%
+124.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.4% | -1.9% |
| 7D | -0.3% | +9.3% | -9.5% | -0.5% |
| 30D | +2.6% | -7.3% | +9.8% | +2.8% |
| 3M | +16.3% | -31.7% | +48.0% | +17.7% |
| 6M | +6.4% | -3.5% | +9.9% | +5.1% |
| YTD | -11.4% | +21.2% | -32.6% | -14.0% |
| 1Y | -20.4% | +0.1% | -20.5% | -22.1% |
| 3Y | +56.5% | -67.7% | +124.2% | +57.3% |
| All | +56.5% | -68.2% | +124.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling