+294.6%
SAP vs ENPH
+384.9%
-90.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.8% |
| 30D | +9.0% | -6.6% | +15.6% | +9.4% |
| 3M | +14.9% | -46.8% | +61.8% | +18.9% |
| 6M | +11.9% | -14.7% | +26.6% | +11.5% |
| YTD | -9.9% | +13.5% | -23.4% | -12.4% |
| 1Y | -19.5% | -0.4% | -19.1% | -21.3% |
| 3Y | +61.8% | -71.7% | +133.6% | +66.6% |
| 5Y | +56.2% | -79.1% | +135.3% | +60.9% |
| 10Y | +180.6% | +1,898.4% | -1,717.7% | +120.1% |
| All | +294.6% | +384.9% | -90.4% | +204.7% |
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