-63.6%
ENPH vs ES
+46.3%
-109.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.6% |
| 7D | +11.0% | +1.9% | +9.1% | +10.1% |
| 30D | -15.0% | +7.1% | -22.1% | -17.4% |
| 3M | -28.2% | -1.9% | -26.3% | -27.8% |
| 6M | -20.5% | +4.4% | -24.8% | -22.9% |
| YTD | -11.2% | +7.3% | -18.5% | -16.3% |
| 1Y | -8.7% | +2.1% | -10.8% | -12.4% |
| 3Y | -63.6% | +41.8% | -105.4% | -76.1% |
| All | -63.6% | +46.3% | -109.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling