-15.8%
ENPH vs COMP
+16.2%
-32.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.4% | +2.5% | -3.2% |
| 7D | -9.1% | +7.2% | -16.3% | -10.6% |
| 30D | -15.8% | +6.4% | -22.1% | -16.9% |
| 3M | -32.5% | -19.4% | -13.0% | -30.0% |
| 6M | -24.2% | +14.6% | -38.7% | -26.6% |
| YTD | -13.8% | -5.5% | -8.3% | -15.9% |
| 1Y | -15.8% | +13.7% | -29.5% | -16.2% |
| All | -15.8% | +16.2% | -32.0% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling