+42.0%
SOFI vs ENPH
-79.5%
+121.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.7% | -2.0% |
| 7D | -2.9% | +3.4% | -6.2% | -4.0% |
| 30D | -4.4% | -10.3% | +5.9% | -1.1% |
| 3M | +5.2% | -31.4% | +36.6% | +17.6% |
| 6M | -7.8% | -10.1% | +2.4% | -9.5% |
| YTD | -33.8% | +14.6% | -48.4% | -42.9% |
| 1Y | -33.3% | -3.2% | -30.1% | -39.3% |
| 3Y | +102.7% | -69.5% | +172.1% | +145.2% |
| 5Y | +10.5% | -77.2% | +87.7% | +34.3% |
| All | +42.0% | -79.5% | +121.5% | +70.7% |
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