-32.5%
FIS vs ENPH
-27.9%
-4.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.4% | -0.8% | -6.5% |
| 7D | -3.5% | -7.6% | +4.1% | -4.1% |
| 30D | -19.4% | -16.4% | -3.0% | -20.4% |
| 3M | -31.6% | -34.3% | +2.7% | -33.5% |
| 6M | -32.5% | -28.5% | -4.0% | -34.1% |
| All | -32.5% | -27.9% | -4.6% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling