+1,407.2%
SNPS vs ENPH
+277.3%
+1,129.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | -0.2% | -10.3% | +10.1% | +0.9% |
| 30D | -8.0% | -10.1% | +2.1% | -7.4% |
| 3M | +12.5% | -33.1% | +45.6% | +16.4% |
| 6M | -10.5% | -24.8% | +14.4% | -9.3% |
| YTD | -1.6% | -11.7% | +10.1% | -3.0% |
| 1Y | +16.8% | -8.2% | +25.1% | +14.7% |
| 3Y | -10.9% | -63.7% | +52.8% | -8.2% |
| 5Y | +35.8% | -88.7% | +124.5% | +51.9% |
| 10Y | +675.0% | +2,382.5% | -1,707.5% | +516.0% |
| All | +1,407.2% | +277.3% | +1,129.9% | +1,129.1% |
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