+287.9%
ENPH vs ES
+210.4%
+77.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.6% |
| YTD | -11.2% | +7.3% | -18.5% | -15.2% |
| 1Y | -8.7% | +2.1% | -10.8% | -11.4% |
| 3Y | -63.6% | +41.8% | -105.4% | -69.7% |
| 5Y | -88.0% | +1.4% | -89.5% | -88.6% |
| 10Y | +2,333.3% | +86.8% | +2,246.6% | +1,805.1% |
| All | +287.9% | +210.4% | +77.5% | +112.3% |
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