+112.8%
SHOP vs ENPH
-68.2%
+181.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.8% | -14.3% | -8.2% |
| 7D | -4.1% | +9.3% | -13.3% | -4.9% |
| 30D | -11.5% | -7.3% | -4.3% | -11.0% |
| 3M | +21.1% | -31.7% | +52.8% | +24.9% |
| 6M | +3.0% | -3.5% | +6.5% | +1.2% |
| YTD | -16.7% | +21.2% | -37.8% | -21.8% |
| 1Y | -8.3% | +0.1% | -8.3% | -11.9% |
| 3Y | +112.8% | -67.7% | +180.5% | +132.5% |
| All | +112.8% | -68.2% | +181.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling