+601.0%
SPY vs ENPH
+384.9%
+216.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +0.1% | -6.6% | +6.7% | +0.5% |
| 3M | +2.0% | -46.8% | +48.8% | +6.2% |
| 6M | +13.0% | -14.7% | +27.8% | +13.0% |
| YTD | +13.5% | +13.5% | +0.1% | +10.5% |
| 1Y | +20.0% | -0.4% | +20.4% | +17.4% |
| 3Y | +77.2% | -71.7% | +148.9% | +83.8% |
| 5Y | +81.9% | -79.1% | +161.0% | +88.5% |
| 10Y | +314.1% | +1,898.4% | -1,584.3% | +218.6% |
| All | +601.0% | +384.9% | +216.0% | +442.7% |
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