+134.8%
D vs ENPH
+384.9%
-250.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | -2.4% | +3.8% | +1.5% |
| 30D | -2.6% | -6.6% | +4.0% | -2.4% |
| 3M | 0.0% | -46.8% | +46.8% | +1.6% |
| 6M | +7.4% | -14.7% | +22.1% | +7.2% |
| YTD | +15.9% | +13.5% | +2.4% | +14.4% |
| 1Y | +18.1% | -0.4% | +18.5% | +16.9% |
| 3Y | +58.4% | -71.7% | +130.1% | +60.6% |
| 5Y | +5.2% | -79.1% | +84.3% | +6.7% |
| 10Y | +35.9% | +1,898.4% | -1,862.5% | +21.5% |
| All | +134.8% | +384.9% | -250.1% | +106.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling