+328.8%
SAP vs ENPH
+268.5%
+60.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.4% | -1.3% |
| 7D | +1.5% | -9.1% | +10.6% | +2.0% |
| 30D | +8.8% | -15.8% | +24.6% | +9.7% |
| 3M | +12.1% | -32.5% | +44.5% | +14.4% |
| 6M | +34.6% | -24.2% | +58.7% | +34.9% |
| YTD | -2.1% | -13.8% | +11.7% | -3.5% |
| 1Y | -5.5% | -15.8% | +10.3% | -6.8% |
| 3Y | +67.4% | -64.6% | +132.0% | +69.6% |
| 5Y | +74.6% | -88.1% | +162.6% | +85.7% |
| 10Y | +224.0% | +2,367.9% | -2,143.8% | +152.9% |
| All | +328.8% | +268.5% | +60.2% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling