+307.8%
SPY vs ENPH
+2,128.2%
-1,820.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +2.6% | -8.4% | +11.0% | +3.3% |
| 30D | -2.0% | -11.2% | +9.2% | -1.3% |
| 3M | -2.8% | -36.1% | +33.3% | +0.4% |
| 6M | +2.1% | -37.9% | +40.1% | +4.8% |
| YTD | +11.5% | -18.7% | +30.1% | +10.5% |
| 1Y | +13.5% | -9.8% | +23.3% | +11.5% |
| 3Y | +77.7% | -66.8% | +144.5% | +82.5% |
| 5Y | +72.6% | -89.6% | +162.2% | +90.2% |
| All | +307.8% | +2,128.2% | -1,820.4% | +240.4% |
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