-76.2%
ENPH vs S
-72.3%
-3.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.3% | +9.0% | +7.5% |
| 7D | +9.3% | -5.8% | +15.1% | +11.3% |
| 30D | -7.3% | -9.2% | +1.9% | -4.9% |
| 3M | -31.7% | +23.4% | -55.1% | -36.9% |
| 6M | -3.5% | +36.9% | -40.4% | -14.8% |
| YTD | +21.2% | +29.5% | -8.4% | +8.5% |
| 1Y | +0.1% | +5.4% | -5.4% | -4.6% |
| 3Y | -67.7% | +14.7% | -82.4% | -72.4% |
| 5Y | -76.2% | -71.5% | -4.7% | -70.7% |
| All | -76.2% | -72.3% | -3.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling