-79.9%
ENPH vs S
-56.9%
-23.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +1.5% | +0.1% | +1.5% | +1.4% |
| 30D | -12.9% | -11.8% | -1.1% | -9.9% |
| 3M | -27.1% | +33.9% | -61.1% | -34.2% |
| 6M | -15.4% | +40.1% | -55.5% | -25.5% |
| YTD | +15.0% | +32.1% | -17.1% | +2.8% |
| 1Y | -0.7% | +11.0% | -11.7% | -6.7% |
| 3Y | -69.3% | +16.9% | -86.3% | -73.8% |
| 5Y | -76.7% | -68.9% | -7.8% | -73.4% |
| All | -79.9% | -56.9% | -23.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling