+5.1%
SPGI vs ENPH
-77.3%
+82.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.8% | -10.0% | -3.7% |
| 7D | -2.5% | +9.3% | -11.7% | -3.1% |
| 30D | +5.4% | -7.3% | +12.7% | +5.9% |
| 3M | +9.0% | -31.7% | +40.8% | +11.5% |
| 6M | +0.8% | -3.5% | +4.3% | -1.1% |
| YTD | -12.6% | +21.2% | -33.7% | -17.0% |
| 1Y | -16.1% | +0.1% | -16.2% | -19.1% |
| 3Y | +19.0% | -67.7% | +86.7% | +24.0% |
| 5Y | +5.1% | -76.2% | +81.3% | +10.6% |
| All | +5.1% | -77.3% | +82.4% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling