+168.4%
SYF vs ENPH
+2,188.9%
-2,020.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.1% |
| 7D | -3.3% | -7.6% | +4.3% | -2.4% |
| 30D | -2.2% | -16.4% | +14.2% | -0.6% |
| 3M | -9.3% | -34.3% | +25.0% | -5.5% |
| 6M | +2.1% | -28.5% | +30.6% | +3.9% |
| YTD | -12.6% | -16.4% | +3.8% | -14.0% |
| 1Y | -3.4% | -12.8% | +9.3% | -5.4% |
| 3Y | +156.5% | -65.7% | +222.1% | +164.1% |
| 5Y | +59.6% | -89.4% | +148.9% | +81.8% |
| All | +168.4% | +2,188.9% | -2,020.5% | +97.4% |
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