-79.1%
FIG vs ENPH
+9.9%
-89.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | -16.3% | -2.4% | -13.9% | -16.2% |
| 30D | -14.3% | -6.6% | -7.7% | -14.0% |
| 3M | +7.2% | -46.8% | +54.0% | +12.8% |
| 6M | -18.6% | -14.7% | -3.9% | -21.4% |
| YTD | -35.5% | +13.5% | -48.9% | -41.7% |
| 1Y | -55.8% | -0.4% | -55.4% | -59.9% |
| All | -79.1% | +9.9% | -89.0% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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