+35.4%
EIX vs ENPH
+2,188.9%
-2,153.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.4% |
| 7D | -1.5% | -7.6% | +6.1% | -1.0% |
| 30D | +8.1% | -16.4% | +24.5% | +9.1% |
| 3M | -12.1% | -34.3% | +22.2% | -10.1% |
| 6M | -13.4% | -28.5% | +15.1% | -12.7% |
| YTD | +5.6% | -16.4% | +22.0% | +4.5% |
| 1Y | +7.8% | -12.8% | +20.6% | +6.4% |
| 3Y | +9.8% | -65.7% | +75.5% | +11.8% |
| 5Y | +18.8% | -89.4% | +108.2% | +27.1% |
| All | +35.4% | +2,188.9% | -2,153.5% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling