+296.2%
ENPH vs ES
+208.8%
+87.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +4.1% | -0.1% | +4.2% | +4.0% |
| 30D | -11.4% | +5.7% | -17.1% | -13.5% |
| 3M | -30.5% | -2.8% | -27.8% | -29.8% |
| 6M | -20.2% | +7.0% | -27.2% | -23.1% |
| YTD | -9.3% | +6.8% | -16.0% | -13.3% |
| 1Y | -3.8% | -0.5% | -3.3% | -5.6% |
| 3Y | -61.5% | +47.2% | -108.7% | -68.4% |
| 5Y | -87.9% | +2.3% | -90.1% | -88.5% |
| 10Y | +2,519.8% | +85.6% | +2,434.2% | +1,953.3% |
| All | +296.2% | +208.8% | +87.3% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling