-77.6%
ENPH vs COMP
-47.7%
-30.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -2.4% | +1.4% | -3.7% | -2.7% |
| 30D | -6.6% | -13.3% | +6.7% | -3.4% |
| 3M | -46.8% | +41.1% | -87.9% | -51.4% |
| 6M | -14.7% | +17.2% | -31.9% | -20.0% |
| YTD | +13.5% | +5.2% | +8.3% | +8.3% |
| 1Y | -0.4% | +18.9% | -19.3% | -8.7% |
| 3Y | -71.7% | +215.9% | -287.7% | -81.3% |
| 5Y | -79.1% | -31.2% | -47.9% | -79.9% |
| All | -77.6% | -47.7% | -30.0% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling