+175.8%
SLV vs ENPH
+2,128.2%
-1,952.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.0% |
| 7D | -5.8% | -8.4% | +2.6% | -5.2% |
| 30D | -12.1% | -11.2% | -1.0% | -11.5% |
| 3M | -24.1% | -36.1% | +11.9% | -21.9% |
| 6M | -44.4% | -37.9% | -6.5% | -43.0% |
| YTD | -31.5% | -18.7% | -12.8% | -31.1% |
| 1Y | -6.9% | -9.8% | +2.9% | -7.0% |
| 3Y | +116.0% | -66.8% | +182.8% | +122.9% |
| 5Y | +88.4% | -89.6% | +178.1% | +103.7% |
| All | +175.8% | +2,128.2% | -1,952.4% | +144.5% |
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 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