+318.0%
SPYM vs ENPH
+1,908.3%
-1,590.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -1.1% | -10.8% | +9.8% | -0.2% |
| 3M | +3.9% | -33.8% | +37.7% | +7.0% |
| 6M | +13.6% | -16.1% | +29.8% | +13.7% |
| YTD | +12.7% | +13.4% | -0.7% | +9.2% |
| 1Y | +17.6% | -2.6% | +20.2% | +14.9% |
| 3Y | +77.2% | -70.3% | +147.5% | +84.1% |
| 5Y | +84.1% | -77.0% | +161.2% | +90.6% |
| All | +318.0% | +1,908.3% | -1,590.2% | +250.4% |
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