+11.1%
SMR vs ENPH
-76.8%
+88.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.8% | +8.5% | +13.0% |
| 7D | +21.4% | +9.3% | +12.1% | +18.1% |
| 30D | +13.8% | -7.3% | +21.1% | +17.1% |
| 3M | +3.9% | -31.7% | +35.6% | +17.8% |
| 6M | -4.2% | -3.5% | -0.7% | -3.5% |
| YTD | -21.1% | +21.2% | -42.3% | -28.1% |
| 1Y | -67.1% | +0.1% | -67.1% | -68.2% |
| 3Y | +88.9% | -67.7% | +156.6% | +136.9% |
| All | +11.1% | -76.8% | +88.0% | +44.4% |
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