+12.7%
FIS vs ENPH
+257.1%
-244.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.4% | -0.8% | -5.8% |
| 7D | -3.5% | -7.6% | +4.1% | -3.1% |
| 30D | -19.4% | -16.4% | -3.0% | -18.8% |
| 3M | -31.6% | -34.3% | +2.7% | -30.1% |
| 6M | -32.5% | -28.5% | -4.0% | -32.2% |
| YTD | -56.0% | -16.4% | -39.5% | -56.6% |
| 1Y | -55.5% | -12.8% | -42.7% | -56.3% |
| 3Y | -41.3% | -65.7% | +24.3% | -40.4% |
| 5Y | -72.3% | -89.4% | +17.1% | -70.4% |
| 10Y | -55.0% | +2,249.1% | -2,304.1% | -63.8% |
| All | +12.7% | +257.1% | -244.4% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling