+777.0%
FIX vs ENPH
-71.4%
+848.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | -7.2% | -6.6% | -0.6% | -6.7% |
| 3M | -15.9% | -46.8% | +31.0% | -11.4% |
| 6M | +12.7% | -14.7% | +27.5% | +14.2% |
| YTD | +72.8% | +13.5% | +59.3% | +71.2% |
| 1Y | +122.9% | -0.4% | +123.3% | +121.9% |
| All | +777.0% | -71.4% | +848.4% | +825.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling