-89.4%
ENPH vs COMP
-12.0%
-77.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.2% | -4.8% |
| 7D | -7.6% | +8.9% | -16.5% | -9.7% |
| 30D | -16.4% | +14.0% | -30.4% | -19.0% |
| 3M | -34.3% | -21.1% | -13.2% | -30.6% |
| 6M | -28.5% | +20.1% | -48.6% | -32.4% |
| YTD | -16.4% | -5.0% | -11.4% | -18.4% |
| 1Y | -12.8% | +5.7% | -18.5% | -17.2% |
| 3Y | -65.7% | +412.2% | -477.9% | -79.6% |
| 5Y | -89.4% | -12.1% | -77.3% | -89.6% |
| All | -89.4% | -12.0% | -77.3% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling