+1,095.1%
SPGI vs ENPH
+384.9%
+710.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +8.4% | -6.6% | +15.0% | +8.9% |
| 3M | +11.8% | -46.8% | +58.7% | +16.3% |
| 6M | +5.7% | -14.7% | +20.5% | +5.2% |
| YTD | -9.7% | +13.5% | -23.2% | -12.8% |
| 1Y | -12.5% | -0.4% | -12.0% | -15.0% |
| 3Y | +21.8% | -71.7% | +93.6% | +26.2% |
| 5Y | +8.2% | -79.1% | +87.3% | +12.1% |
| 10Y | +309.5% | +1,898.4% | -1,588.8% | +204.9% |
| All | +1,095.1% | +384.9% | +710.1% | +805.2% |
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