-61.5%
ENPH vs S
+49.1%
-110.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +0.2% |
| 7D | +4.1% | +1.6% | +2.6% | +3.7% |
| 30D | -11.4% | -10.5% | -0.9% | -9.4% |
| 3M | -30.5% | +9.9% | -40.5% | -33.1% |
| 6M | -20.2% | +41.8% | -62.0% | -28.5% |
| YTD | -9.3% | +56.8% | -66.1% | -21.7% |
| 1Y | -3.8% | +39.0% | -42.8% | -14.8% |
| 3Y | -61.5% | +53.8% | -115.3% | -66.1% |
| All | -61.5% | +49.1% | -110.7% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling