-85.6%
SMR vs ENPH
+8.1%
-93.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -6.0% |
| 7D | -9.5% | +26.3% | -35.8% | -18.4% |
| 30D | -33.2% | -5.7% | -27.5% | -32.2% |
| 3M | -45.9% | -24.5% | -21.5% | -39.5% |
| 6M | -57.9% | -3.0% | -54.8% | -55.8% |
| YTD | -63.8% | -1.6% | -62.2% | -65.7% |
| 1Y | -85.6% | +8.8% | -94.4% | -87.5% |
| All | -85.6% | +8.1% | -93.7% | -87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling