+599.9%
SPYM vs ENPH
+417.7%
+182.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.3% | -1.0% |
| 7D | +0.6% | +9.3% | -8.7% | 0.0% |
| 30D | -0.9% | -7.3% | +6.3% | -0.5% |
| 3M | +3.9% | -31.7% | +35.6% | +6.3% |
| 6M | +14.5% | -3.5% | +18.0% | +13.6% |
| YTD | +13.0% | +21.2% | -8.2% | +9.6% |
| 1Y | +19.4% | +0.1% | +19.4% | +17.0% |
| 3Y | +78.9% | -67.7% | +146.6% | +83.5% |
| 5Y | +82.3% | -76.2% | +158.6% | +87.2% |
| 10Y | +314.7% | +2,057.2% | -1,742.5% | +229.0% |
| All | +599.9% | +417.7% | +182.2% | +455.9% |
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