+340.9%
SYF vs ENPH
+241.2%
+99.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | -2.4% | +4.8% | +2.6% |
| 30D | +0.8% | -6.6% | +7.5% | +1.4% |
| 3M | +13.4% | -46.8% | +60.2% | +19.6% |
| 6M | +16.3% | -14.7% | +31.1% | +16.3% |
| YTD | -3.0% | +13.5% | -16.5% | -6.4% |
| 1Y | +5.7% | -0.4% | +6.1% | +2.9% |
| 3Y | +160.1% | -71.7% | +231.9% | +173.2% |
| 5Y | +88.5% | -79.1% | +167.6% | +97.4% |
| 10Y | +263.1% | +1,898.4% | -1,635.3% | +175.9% |
| All | +340.9% | +241.2% | +99.7% | +251.3% |
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