-70.8%
FIS vs ENPH
-89.7%
+18.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.4% |
| 7D | +2.8% | -8.4% | +11.2% | +3.5% |
| 30D | -16.7% | -11.2% | -5.5% | -16.3% |
| 3M | -32.3% | -36.1% | +3.8% | -30.2% |
| 6M | -29.1% | -37.9% | +8.9% | -27.9% |
| YTD | -54.1% | -18.7% | -35.5% | -55.5% |
| 1Y | -53.7% | -9.8% | -43.9% | -55.7% |
| 3Y | -38.8% | -66.8% | +28.0% | -38.4% |
| All | -70.8% | -89.7% | +18.9% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling