+572.1%
SNPS vs ENPH
+1,936.5%
-1,364.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -4.6% | +1.5% | -6.1% | -4.8% |
| 30D | -3.3% | -12.9% | +9.5% | -1.7% |
| 3M | -13.8% | -27.1% | +13.4% | -10.8% |
| 6M | -8.2% | -15.4% | +7.2% | -7.9% |
| YTD | -15.4% | +15.0% | -30.5% | -19.3% |
| 1Y | +2.4% | -0.7% | +3.1% | -0.9% |
| 3Y | -13.5% | -69.3% | +55.8% | -8.2% |
| 5Y | +19.5% | -76.7% | +96.2% | +27.5% |
| All | +572.1% | +1,936.5% | -1,364.3% | +457.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling