+13.8%
FIX vs ENPH
-10.6%
+24.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | +0.1% |
| 7D | -13.9% | -9.1% | -4.8% | -12.6% |
| 30D | -35.5% | -15.8% | -19.8% | -34.0% |
| 3M | -33.9% | -32.5% | -1.5% | -29.9% |
| 6M | -43.3% | -24.2% | -19.1% | -39.5% |
| YTD | +18.7% | -13.8% | +32.4% | +17.1% |
| 1Y | +13.8% | -15.8% | +29.6% | +13.2% |
| All | +13.8% | -10.6% | +24.3% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling