+280.9%
SO vs ENPH
+257.1%
+23.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.3% |
| 7D | -0.9% | -7.6% | +6.6% | -0.8% |
| 30D | +4.9% | -16.4% | +21.3% | +5.3% |
| 3M | +0.8% | -34.3% | +35.1% | +1.6% |
| 6M | +0.6% | -28.5% | +29.1% | +0.9% |
| YTD | +8.7% | -16.4% | +25.1% | +8.1% |
| 1Y | +4.0% | -12.8% | +16.8% | +3.3% |
| 3Y | +50.6% | -65.7% | +116.2% | +51.4% |
| 5Y | +77.5% | -89.4% | +166.8% | +82.5% |
| 10Y | +192.0% | +2,249.1% | -2,057.2% | +170.6% |
| All | +280.9% | +257.1% | +23.9% | +248.7% |
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