+12.4%
SPGI vs ENPH
-88.1%
+100.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -0.9% | +4.1% | -5.0% | -1.2% |
| 30D | +15.5% | -11.4% | +26.9% | +16.2% |
| 3M | +15.7% | -30.5% | +46.2% | +18.2% |
| 6M | +19.1% | -20.2% | +39.3% | +18.3% |
| YTD | -4.1% | -9.3% | +5.2% | -7.4% |
| 1Y | +1.2% | -3.8% | +5.0% | -3.2% |
| 3Y | +31.6% | -61.5% | +93.1% | +29.8% |
| 5Y | +12.4% | -87.9% | +100.3% | +28.3% |
| All | +12.4% | -88.1% | +100.5% | +28.3% |
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 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