+589.4%
SE vs ENPH
+2,719.4%
-2,130.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -6.1% | -2.4% | -3.7% | -5.6% |
| 30D | -2.5% | -6.6% | +4.2% | -1.1% |
| 3M | +21.7% | -46.8% | +68.5% | +37.4% |
| 6M | +27.0% | -14.7% | +41.7% | +25.9% |
| YTD | -12.1% | +13.5% | -25.6% | -20.7% |
| 1Y | -40.9% | -0.4% | -40.5% | -45.5% |
| 3Y | +191.0% | -71.7% | +262.7% | +222.0% |
| 5Y | -68.3% | -79.1% | +10.8% | -62.9% |
| All | +589.4% | +2,719.4% | -2,130.0% | +333.9% |
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