-23.6%
FIS vs ENPH
-68.2%
+44.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.8% | -12.7% | -6.2% |
| 7D | -3.5% | +9.3% | -12.7% | -3.9% |
| 30D | -7.8% | -7.3% | -0.6% | -7.5% |
| 3M | +0.8% | -31.7% | +32.6% | +2.8% |
| 6M | -21.9% | -3.5% | -18.4% | -23.1% |
| YTD | -39.5% | +21.2% | -60.6% | -42.2% |
| 1Y | -41.0% | +0.1% | -41.0% | -42.8% |
| 3Y | -23.6% | -67.7% | +44.1% | -20.6% |
| All | -23.6% | -68.2% | +44.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling