+45.5%
SRE vs ENPH
-77.1%
+122.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | -3.0% | -10.8% | +7.8% | -2.6% |
| 3M | -8.3% | -33.8% | +25.5% | -7.1% |
| 6M | -8.9% | -16.1% | +7.2% | -9.0% |
| YTD | -4.3% | +13.4% | -17.7% | -6.2% |
| 1Y | +2.7% | -2.6% | +5.3% | +1.1% |
| 3Y | +28.7% | -70.3% | +98.9% | +31.6% |
| All | +45.5% | -77.1% | +122.6% | +53.1% |
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