+22.7%
SYY vs ENPH
-77.4%
+100.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +1.5% | +1.5% | 0.0% | +1.4% |
| 30D | -2.3% | -12.9% | +10.5% | -1.8% |
| 3M | +5.5% | -27.1% | +32.6% | +6.8% |
| 6M | -1.0% | -15.4% | +14.5% | -1.3% |
| YTD | +14.1% | +15.0% | -0.9% | +11.2% |
| 1Y | +5.6% | -0.7% | +6.3% | +3.4% |
| 3Y | +27.9% | -69.3% | +97.2% | +30.3% |
| 5Y | +22.7% | -76.7% | +99.4% | +26.6% |
| All | +22.7% | -77.4% | +100.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling