+3,553.2%
FIX vs ENPH
+2,128.2%
+1,425.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | +9.4% | -8.4% | +17.9% | +10.4% |
| 30D | -27.8% | -11.2% | -16.6% | -27.2% |
| 3M | -35.6% | -36.1% | +0.5% | -32.8% |
| 6M | -45.2% | -37.9% | -7.3% | -43.0% |
| YTD | +19.5% | -18.7% | +38.1% | +19.6% |
| 1Y | +24.2% | -9.8% | +34.1% | +23.1% |
| 3Y | +494.2% | -66.8% | +561.0% | +520.7% |
| 5Y | +1,036.1% | -89.6% | +1,125.8% | +1,189.1% |
| All | +3,553.2% | +2,128.2% | +1,425.0% | +2,603.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling