+1,184.5%
SNPS vs ENPH
+384.9%
+799.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | -2.4% | -8.7% | -10.8% |
| 30D | -1.7% | -6.6% | +4.9% | -1.1% |
| 3M | -20.4% | -46.8% | +26.5% | -15.7% |
| 6M | -8.6% | -14.7% | +6.1% | -8.4% |
| YTD | -16.2% | +13.5% | -29.6% | -19.0% |
| 1Y | -34.6% | -0.4% | -34.2% | -36.1% |
| 3Y | -14.5% | -71.7% | +57.3% | -9.6% |
| 5Y | +17.0% | -79.1% | +96.1% | +24.4% |
| 10Y | +560.0% | +1,898.4% | -1,338.3% | +423.3% |
| All | +1,184.5% | +384.9% | +799.6% | +926.8% |
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 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