-11.0%
SHOP vs ENPH
-4.2%
-6.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -13.2% | +1.5% | -14.7% | -13.3% |
| 30D | -17.0% | -12.9% | -4.2% | -16.7% |
| 3M | +17.0% | -27.1% | +44.1% | +18.2% |
| 6M | -2.1% | -15.4% | +13.3% | -1.5% |
| YTD | -21.4% | +15.0% | -36.4% | -26.0% |
| 1Y | -11.0% | -0.7% | -10.3% | -13.5% |
| All | -11.0% | -4.2% | -6.7% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling