-84.2%
ENPH vs S
-48.9%
-35.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | -0.3% |
| 7D | +4.1% | +1.6% | +2.6% | +3.6% |
| 30D | -11.4% | -10.5% | -0.9% | -8.9% |
| 3M | -30.5% | +9.9% | -40.5% | -33.7% |
| 6M | -20.2% | +41.8% | -62.0% | -30.2% |
| YTD | -9.3% | +56.8% | -66.1% | -24.0% |
| 1Y | -3.8% | +39.0% | -42.8% | -16.7% |
| 3Y | -61.5% | +53.8% | -115.3% | -70.2% |
| 5Y | -87.9% | -68.6% | -19.3% | -86.5% |
| All | -84.2% | -48.9% | -35.3% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling