-88.2%
ENPH vs COMP
-17.6%
-70.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -4.4% |
| 7D | +11.0% | +13.4% | -2.5% | +7.5% |
| 30D | -15.0% | +11.1% | -26.1% | -17.2% |
| 3M | -28.2% | -18.8% | -9.4% | -24.8% |
| 6M | -20.5% | +10.5% | -31.0% | -23.3% |
| YTD | -11.2% | -3.4% | -7.8% | -13.6% |
| 1Y | -8.7% | +19.7% | -28.4% | -16.1% |
| 3Y | -63.6% | +381.6% | -445.2% | -78.0% |
| All | -88.2% | -17.6% | -70.6% | -88.9% |
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