-51.3%
FIS vs ENPH
+2,318.8%
-2,370.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +6.5% |
| 7D | +1.5% | -10.3% | +11.8% | +2.3% |
| 30D | -11.8% | -10.1% | -1.7% | -11.5% |
| 3M | -28.5% | -33.1% | +4.6% | -26.8% |
| 6M | -27.0% | -24.8% | -2.2% | -26.9% |
| YTD | -53.1% | -11.7% | -41.4% | -54.2% |
| 1Y | -52.8% | -8.2% | -44.5% | -54.0% |
| 3Y | -37.5% | -63.7% | +26.2% | -36.7% |
| 5Y | -71.1% | -88.7% | +17.6% | -68.8% |
| All | -51.3% | +2,318.8% | -2,370.1% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling