+256.4%
SYF vs ENPH
+1,928.7%
-1,672.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.0% |
| 7D | -1.3% | +3.4% | -4.7% | -1.7% |
| 30D | -1.1% | -10.3% | +9.2% | 0.0% |
| 3M | +7.4% | -31.4% | +38.8% | +11.3% |
| 6M | +16.2% | -10.1% | +26.3% | +15.4% |
| YTD | -6.1% | +14.6% | -20.7% | -10.2% |
| 1Y | +3.4% | -3.2% | +6.6% | +0.4% |
| 3Y | +162.9% | -69.5% | +232.3% | +175.7% |
| 5Y | +85.6% | -77.2% | +162.8% | +93.5% |
| All | +256.4% | +1,928.7% | -1,672.3% | +166.9% |
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 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