+1,162.4%
SPGI vs ENPH
+257.1%
+905.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -1.0% |
| 7D | -0.8% | -7.6% | +6.7% | -0.3% |
| 30D | +14.3% | -16.4% | +30.7% | +15.5% |
| 3M | +14.5% | -34.3% | +48.8% | +17.6% |
| 6M | +17.3% | -28.5% | +45.8% | +18.1% |
| YTD | -4.6% | -16.4% | +11.9% | -6.2% |
| 1Y | +0.8% | -12.8% | +13.6% | -1.4% |
| 3Y | +28.8% | -65.7% | +94.4% | +30.7% |
| 5Y | +14.0% | -89.4% | +103.3% | +24.0% |
| 10Y | +332.5% | +2,249.1% | -1,916.6% | +221.6% |
| All | +1,162.4% | +257.1% | +905.4% | +874.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling