+3,674.5%
SMH vs ENPH
+417.7%
+3,256.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.3% |
| 7D | +5.2% | +9.3% | -4.0% | +4.1% |
| 30D | -1.5% | -7.3% | +5.7% | -0.7% |
| 3M | -4.1% | -31.7% | +27.6% | +0.4% |
| 6M | +50.8% | -3.5% | +54.2% | +49.9% |
| YTD | +59.3% | +21.2% | +38.2% | +52.2% |
| 1Y | +94.1% | +0.1% | +94.0% | +88.9% |
| 3Y | +286.7% | -67.7% | +354.4% | +310.6% |
| 5Y | +339.4% | -76.2% | +415.7% | +371.0% |
| 10Y | +1,803.3% | +2,057.2% | -253.9% | +1,240.8% |
| All | +3,674.5% | +417.7% | +3,256.8% | +2,611.4% |
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