-66.1%
FIS vs ENPH
-77.5%
+11.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -3.0% |
| 7D | -9.1% | +3.4% | -12.5% | -9.3% |
| 30D | -10.4% | -10.3% | -0.2% | -9.8% |
| 3M | -3.7% | -31.4% | +27.7% | -1.4% |
| 6M | -24.8% | -10.1% | -14.6% | -25.7% |
| YTD | -41.6% | +14.6% | -56.1% | -44.2% |
| 1Y | -42.7% | -3.2% | -39.5% | -44.6% |
| 3Y | -26.2% | -69.5% | +43.2% | -23.6% |
| 5Y | -66.1% | -77.2% | +11.1% | -64.6% |
| All | -66.1% | -77.5% | +11.4% | -64.6% |
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 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