-14.6%
SNPS vs ENPH
-68.2%
+53.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.2% | -1.2% |
| 7D | -5.5% | +9.3% | -14.8% | -6.4% |
| 30D | -5.8% | -7.3% | +1.5% | -5.1% |
| 3M | -17.2% | -31.7% | +14.5% | -14.3% |
| 6M | -10.4% | -3.5% | -6.9% | -11.1% |
| YTD | -16.5% | +21.2% | -37.7% | -19.7% |
| 1Y | -35.6% | +0.1% | -35.7% | -37.0% |
| 3Y | -14.6% | -67.7% | +53.1% | -9.8% |
| All | -14.6% | -68.2% | +53.6% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling