+73.2%
SAP vs ENPH
-62.5%
+135.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.6% |
| 7D | +1.6% | +4.1% | -2.5% | +1.5% |
| 30D | +10.5% | -11.4% | +21.9% | +10.9% |
| 3M | +15.2% | -30.5% | +45.7% | +16.4% |
| 6M | +36.7% | -20.2% | +56.9% | +35.6% |
| YTD | -0.6% | -9.3% | +8.7% | -2.8% |
| 1Y | -4.1% | -3.8% | -0.4% | -6.7% |
| 3Y | +73.2% | -61.5% | +134.8% | +71.1% |
| All | +73.2% | -62.5% | +135.7% | +71.1% |
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 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