+285.6%
ENPH vs M
+6.8%
+278.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -10.3% | -3.3% | -7.0% | -9.4% |
| 30D | -10.1% | +8.1% | -18.2% | -12.2% |
| 3M | -33.1% | +2.2% | -35.3% | -33.8% |
| 6M | -24.8% | +35.1% | -60.0% | -31.2% |
| YTD | -11.7% | +15.8% | -27.5% | -16.1% |
| 1Y | -8.2% | +25.8% | -34.1% | -14.9% |
| 3Y | -63.7% | +156.2% | -219.9% | -73.6% |
| 5Y | -88.7% | -2.4% | -86.3% | -89.9% |
| 10Y | +2,382.5% | -7.1% | +2,389.6% | +1,798.4% |
| All | +285.6% | +6.8% | +278.7% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling