+8,552.4%
SHOP vs ENPH
+150.9%
+8,401.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.7% |
| 7D | -1.2% | -8.4% | +7.2% | +0.5% |
| 30D | -14.7% | -11.2% | -3.6% | -13.3% |
| 3M | -7.2% | -36.1% | +28.9% | +0.3% |
| 6M | +54.2% | -37.9% | +92.1% | +62.9% |
| YTD | -8.6% | -18.7% | +10.0% | -12.6% |
| 1Y | +0.5% | -9.8% | +10.3% | -6.1% |
| 3Y | +135.9% | -66.8% | +202.8% | +149.1% |
| 5Y | -11.9% | -89.6% | +77.7% | +17.5% |
| 10Y | +3,608.8% | +2,186.8% | +1,421.9% | +1,994.5% |
| All | +8,552.4% | +150.9% | +8,401.4% | +6,946.8% |
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