-16.5%
SOUN vs ENPH
-78.7%
+62.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -7.1% | -0.1% | -7.1% | -7.3% |
| 30D | -15.4% | -10.8% | -4.6% | -12.6% |
| 3M | -10.6% | -33.8% | +23.3% | +0.6% |
| 6M | -19.6% | -16.1% | -3.5% | -19.1% |
| YTD | -37.2% | +13.4% | -50.6% | -44.5% |
| 1Y | -57.1% | -2.6% | -54.5% | -60.3% |
| 3Y | +178.2% | -70.3% | +248.5% | +249.5% |
| All | -16.5% | -78.7% | +62.1% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling