-14.4%
SMR vs ENPH
-78.3%
+63.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.4% | -14.3% | -15.2% |
| 7D | -11.2% | -0.1% | -11.2% | -11.0% |
| 30D | -10.2% | -10.8% | +0.6% | -6.4% |
| 3M | -10.0% | -33.8% | +23.8% | +3.1% |
| 6M | -30.5% | -16.1% | -14.3% | -26.7% |
| YTD | -39.2% | +13.4% | -52.7% | -43.4% |
| 1Y | -75.5% | -2.6% | -72.9% | -76.1% |
| 3Y | +45.4% | -70.3% | +115.7% | +87.2% |
| All | -14.4% | -78.3% | +63.9% | +13.7% |
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