+282.6%
SPGI vs ENPH
+1,936.5%
-1,653.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -8.9% | +1.5% | -10.4% | -9.1% |
| 30D | +0.6% | -12.9% | +13.5% | +1.7% |
| 3M | +2.0% | -27.1% | +29.1% | +4.1% |
| 6M | +0.1% | -15.4% | +15.5% | -0.5% |
| YTD | -16.4% | +15.0% | -31.4% | -20.0% |
| 1Y | -18.9% | -0.7% | -18.2% | -21.7% |
| 3Y | +13.8% | -69.3% | +83.1% | +17.7% |
| 5Y | +0.5% | -76.7% | +77.2% | +3.9% |
| All | +282.6% | +1,936.5% | -1,653.9% | +197.7% |
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 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