-15.7%
SHOP vs ENPH
-77.5%
+61.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.4% | 0.0% | -4.1% |
| 7D | -10.6% | +3.4% | -14.0% | -11.5% |
| 30D | -18.3% | -10.3% | -8.0% | -16.3% |
| 3M | +14.8% | -31.4% | +46.2% | +24.2% |
| 6M | -5.0% | -10.1% | +5.1% | -8.5% |
| YTD | -21.2% | +14.6% | -35.8% | -32.7% |
| 1Y | -11.6% | -3.2% | -8.4% | -21.0% |
| 3Y | +101.2% | -69.5% | +170.7% | +131.3% |
| 5Y | -15.7% | -77.2% | +61.5% | -0.1% |
| All | -15.7% | -77.5% | +61.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling