-83.0%
ENPH vs COMP
-53.0%
-30.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.4% | +2.5% | -3.1% |
| 7D | -9.1% | +7.2% | -16.3% | -10.8% |
| 30D | -15.8% | +6.4% | -22.1% | -17.0% |
| 3M | -32.5% | -19.4% | -13.0% | -29.0% |
| 6M | -24.2% | +14.6% | -38.7% | -27.5% |
| YTD | -13.8% | -5.5% | -8.3% | -15.7% |
| 1Y | -15.8% | +13.7% | -29.5% | -21.7% |
| 3Y | -64.6% | +409.7% | -474.2% | -78.9% |
| 5Y | -88.1% | -17.0% | -71.0% | -89.2% |
| All | -83.0% | -53.0% | -30.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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