+28.2%
BABA vs ENPH
+106.5%
-78.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -4.8% | -2.4% | -2.4% | -4.5% |
| 30D | -11.9% | -6.6% | -5.3% | -11.4% |
| 3M | -9.3% | -46.8% | +37.6% | -3.5% |
| 6M | -14.2% | -14.7% | +0.5% | -14.4% |
| YTD | -22.0% | +13.5% | -35.5% | -25.4% |
| 1Y | -12.7% | -0.4% | -12.3% | -15.6% |
| 3Y | +26.7% | -71.7% | +98.4% | +34.4% |
| 5Y | -29.3% | -79.1% | +49.8% | -24.5% |
| 10Y | +21.2% | +1,898.4% | -1,877.1% | -14.0% |
| All | +28.2% | +106.5% | -78.4% | -1.5% |
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