+517.6%
SPMO vs ENPH
+1,908.3%
-1,390.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -0.9% | -0.1% | -0.9% | -1.0% |
| 30D | -1.9% | -10.8% | +8.9% | -1.0% |
| 3M | -1.4% | -33.8% | +32.5% | +1.9% |
| 6M | +25.5% | -16.1% | +41.6% | +26.2% |
| YTD | +24.8% | +13.4% | +11.4% | +21.3% |
| 1Y | +24.5% | -2.6% | +27.1% | +22.1% |
| 3Y | +157.1% | -70.3% | +227.4% | +168.4% |
| 5Y | +149.5% | -77.0% | +226.5% | +158.4% |
| All | +517.6% | +1,908.3% | -1,390.7% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling