+2,941.1%
SHOP vs ENPH
+1,936.5%
+1,004.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -13.2% | +1.5% | -14.7% | -13.6% |
| 30D | -17.0% | -12.9% | -4.2% | -14.7% |
| 3M | +17.0% | -27.1% | +44.1% | +23.5% |
| 6M | -2.1% | -15.4% | +13.3% | -3.3% |
| YTD | -21.4% | +15.0% | -36.4% | -29.9% |
| 1Y | -11.0% | -0.7% | -10.3% | -18.3% |
| 3Y | +100.9% | -69.3% | +170.3% | +120.4% |
| 5Y | -14.7% | -76.7% | +62.0% | -0.5% |
| All | +2,941.1% | +1,936.5% | +1,004.6% | +1,728.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling