+27.2%
EIX vs ENPH
-77.3%
+104.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.3% | +4.1% |
| 7D | +0.9% | +9.3% | -8.4% | +0.3% |
| 30D | -13.5% | -7.3% | -6.3% | -13.1% |
| 3M | -15.3% | -31.7% | +16.5% | -13.4% |
| 6M | -15.3% | -3.5% | -11.8% | -16.3% |
| YTD | +2.7% | +21.2% | -18.4% | -1.0% |
| 1Y | +17.4% | +0.1% | +17.4% | +14.4% |
| 3Y | -1.3% | -67.7% | +66.4% | +1.1% |
| 5Y | +27.2% | -76.2% | +103.4% | +33.3% |
| All | +27.2% | -77.3% | +104.5% | +33.3% |
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