+10,419.8%
FIX vs ENPH
+279.6%
+10,140.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.2% | +5.6% |
| 7D | -17.5% | +11.0% | -28.4% | -18.3% |
| 30D | -41.6% | -15.0% | -26.6% | -40.9% |
| 3M | -40.6% | -28.2% | -12.4% | -39.0% |
| 6M | -49.4% | -20.5% | -28.9% | -48.7% |
| YTD | +9.2% | -11.2% | +20.3% | +8.2% |
| 1Y | +6.5% | -8.7% | +15.1% | +5.2% |
| 3Y | +448.7% | -63.6% | +512.3% | +466.2% |
| 5Y | +948.7% | -88.0% | +1,036.8% | +1,063.1% |
| 10Y | +3,659.7% | +2,333.3% | +1,326.4% | +2,352.7% |
| All | +10,419.8% | +279.6% | +10,140.2% | +6,819.3% |
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