+82.7%
ASML vs ENPH
-89.7%
+172.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.4% |
| 7D | +4.9% | -8.4% | +13.4% | +6.9% |
| 30D | -9.3% | -11.2% | +1.9% | -7.6% |
| 3M | -19.0% | -36.1% | +17.1% | -11.9% |
| 6M | -5.2% | -37.9% | +32.7% | +2.4% |
| YTD | +40.6% | -18.7% | +59.3% | +39.1% |
| 1Y | +47.5% | -9.8% | +57.3% | +42.4% |
| 3Y | +133.9% | -66.8% | +200.7% | +157.4% |
| All | +82.7% | -89.7% | +172.4% | +160.2% |
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