+82.6%
SPYM vs ENPH
-77.4%
+160.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.0% | +1.5% | -3.5% | -2.1% |
| 30D | -1.6% | -12.9% | +11.2% | -0.5% |
| 3M | +4.7% | -27.1% | +31.9% | +7.3% |
| 6M | +12.6% | -15.4% | +28.0% | +12.6% |
| YTD | +11.8% | +15.0% | -3.2% | +7.5% |
| 1Y | +17.5% | -0.7% | +18.2% | +14.1% |
| 3Y | +77.0% | -69.3% | +146.3% | +85.8% |
| 5Y | +82.6% | -76.7% | +159.3% | +91.1% |
| All | +82.6% | -77.4% | +160.0% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling