-3.2%
ENPH vs M
+30.1%
-33.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -3.4% |
| 7D | +3.4% | -4.1% | +7.4% | +5.4% |
| 30D | -10.3% | -13.6% | +3.4% | -3.7% |
| 3M | -31.4% | -2.3% | -29.1% | -30.5% |
| 6M | -10.1% | +21.9% | -32.0% | -16.7% |
| YTD | +14.6% | -0.6% | +15.2% | +14.2% |
| 1Y | -3.2% | +29.7% | -32.9% | -13.1% |
| All | -3.2% | +30.1% | -33.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling