+3,800.0%
FIX vs ENPH
+2,696.2%
+1,103.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +9.2% |
| 7D | -7.2% | +4.1% | -11.4% | -7.6% |
| 30D | -35.1% | -11.4% | -23.7% | -34.5% |
| 3M | -34.3% | -30.5% | -3.7% | -32.1% |
| 6M | -42.9% | -20.2% | -22.7% | -42.1% |
| YTD | +19.5% | -9.3% | +28.7% | +18.2% |
| 1Y | +16.8% | -3.8% | +20.5% | +14.9% |
| 3Y | +506.7% | -61.5% | +568.2% | +524.4% |
| 5Y | +1,046.7% | -87.9% | +1,134.5% | +1,180.8% |
| 10Y | +3,800.0% | +2,519.8% | +1,280.1% | +2,749.6% |
| All | +3,800.0% | +2,696.2% | +1,103.8% | +2,749.6% |
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