+395.5%
ENPH vs M
-1.8%
+397.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -2.4% | +4.7% | -7.1% | -3.7% |
| 30D | -6.6% | -9.6% | +3.0% | -3.9% |
| 3M | -46.8% | +0.9% | -47.7% | -46.9% |
| 6M | -14.7% | +22.3% | -37.0% | -19.5% |
| YTD | +13.5% | +6.5% | +7.0% | +10.9% |
| 1Y | -0.4% | +38.8% | -39.2% | -9.8% |
| 3Y | -71.7% | +115.9% | -187.7% | -78.4% |
| 5Y | -79.1% | +28.6% | -107.7% | -82.6% |
| 10Y | +1,898.4% | -2.5% | +1,900.9% | +1,376.4% |
| All | +395.5% | -1.8% | +397.3% | +249.0% |
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