+334.0%
SPGI vs ENPH
+2,435.8%
-2,101.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.4% | +0.9% |
| 7D | +1.6% | -9.1% | +10.7% | +2.4% |
| 30D | +16.1% | -15.8% | +31.8% | +17.4% |
| 3M | +15.5% | -32.5% | +47.9% | +18.7% |
| 6M | +19.6% | -24.2% | +43.8% | +19.9% |
| YTD | -3.6% | -13.8% | +10.2% | -6.0% |
| 1Y | +2.2% | -15.8% | +18.1% | -0.2% |
| 3Y | +30.1% | -64.6% | +94.7% | +31.7% |
| 5Y | +14.9% | -88.1% | +103.0% | +26.0% |
| 10Y | +334.0% | +2,367.9% | -2,033.9% | +235.3% |
| All | +334.0% | +2,435.8% | -2,101.8% | +235.3% |
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