+575.8%
SPMO vs ENPH
+611.6%
-35.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.3% |
| 7D | +2.7% | +3.4% | -0.7% | +2.4% |
| 30D | +1.1% | -10.3% | +11.3% | +1.8% |
| 3M | +2.0% | -31.4% | +33.4% | +4.7% |
| 6M | +26.5% | -10.1% | +36.7% | +26.5% |
| YTD | +26.5% | +14.6% | +11.9% | +23.4% |
| 1Y | +27.9% | -3.2% | +31.1% | +25.9% |
| 3Y | +160.4% | -69.5% | +229.8% | +169.5% |
| 5Y | +151.5% | -77.2% | +228.7% | +159.7% |
| 10Y | +526.3% | +1,940.0% | -1,413.7% | +441.2% |
| All | +575.8% | +611.6% | -35.8% | +490.0% |
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