-82.1%
ENPH vs COMP
-49.2%
-32.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.5% | +0.7% |
| 7D | +4.1% | +14.5% | -10.4% | +0.5% |
| 30D | -11.4% | +14.9% | -26.3% | -14.4% |
| 3M | -30.5% | -14.2% | -16.3% | -28.2% |
| 6M | -20.2% | +23.7% | -44.0% | -25.1% |
| YTD | -9.3% | +2.1% | -11.3% | -13.0% |
| 1Y | -3.8% | +26.2% | -30.0% | -12.8% |
| 3Y | -61.5% | +470.9% | -532.4% | -77.8% |
| 5Y | -87.9% | -14.0% | -73.8% | -89.1% |
| All | -82.1% | -49.2% | -32.9% | -82.0% |
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