+323.8%
SN vs ENPH
-74.8%
+398.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.2% |
| 7D | +0.1% | +9.3% | -9.1% | -0.9% |
| 30D | -5.6% | -7.3% | +1.7% | -4.8% |
| 3M | +48.1% | -31.7% | +79.8% | +54.0% |
| 6M | +57.6% | -3.5% | +61.1% | +55.5% |
| YTD | +56.5% | +21.2% | +35.4% | +48.0% |
| 1Y | +52.6% | +0.1% | +52.5% | +47.0% |
| 3Y | +412.0% | -67.7% | +479.7% | +428.0% |
| All | +323.8% | -74.8% | +398.6% | +259.8% |
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