+170.6%
SYF vs ENPH
+2,128.2%
-1,957.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | -2.0% | -8.4% | +6.4% | -1.1% |
| 30D | +1.2% | -11.2% | +12.4% | +2.1% |
| 3M | -9.4% | -36.1% | +26.7% | -5.3% |
| 6M | +4.4% | -37.9% | +42.3% | +8.1% |
| YTD | -11.9% | -18.7% | +6.7% | -13.0% |
| 1Y | -0.4% | -9.8% | +9.4% | -2.8% |
| 3Y | +159.6% | -66.8% | +226.4% | +168.3% |
| 5Y | +60.9% | -89.6% | +150.5% | +83.8% |
| All | +170.6% | +2,128.2% | -1,957.6% | +99.7% |
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