+480.3%
SYK vs ENPH
+391.5%
+88.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -12.3% | +1.5% | -13.8% | -12.5% |
| 30D | -22.4% | -12.9% | -9.6% | -21.9% |
| 3M | -12.3% | -27.1% | +14.8% | -11.0% |
| 6M | -24.3% | -15.4% | -8.9% | -24.6% |
| YTD | -22.8% | +15.0% | -37.8% | -25.1% |
| 1Y | -28.8% | -0.7% | -28.1% | -30.5% |
| 3Y | -4.0% | -69.3% | +65.4% | -1.7% |
| 5Y | +3.8% | -76.7% | +80.6% | +5.9% |
| 10Y | +172.8% | +1,947.8% | -1,775.0% | +112.1% |
| All | +480.3% | +391.5% | +88.8% | +353.9% |
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 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