+0.4%
SPGI vs ENPH
-14.2%
+14.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.0% |
| 7D | +1.2% | -8.4% | +9.7% | +1.0% |
| 30D | +15.9% | -11.2% | +27.1% | +15.6% |
| 3M | +12.3% | -36.1% | +48.4% | +10.5% |
| 6M | +23.7% | -37.9% | +61.6% | +21.0% |
| YTD | -3.5% | -18.7% | +15.1% | -6.2% |
| 1Y | +0.4% | -9.8% | +10.2% | -3.4% |
| All | +0.4% | -14.2% | +14.7% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling