+59.5%
SAP vs ENPH
-78.8%
+138.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | +9.0% | -6.6% | +15.6% | +9.5% |
| 3M | +14.9% | -46.8% | +61.8% | +20.0% |
| 6M | +11.9% | -14.7% | +26.6% | +11.0% |
| YTD | -9.9% | +13.5% | -23.4% | -13.8% |
| 1Y | -19.5% | -0.4% | -19.1% | -22.4% |
| 3Y | +61.8% | -71.7% | +133.6% | +70.4% |
| All | +59.5% | -78.8% | +138.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling