+1.3%
FSLR vs ENPH
-1.9%
+3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | -13.7% | -6.6% | -7.0% | -11.9% |
| 3M | -35.1% | -46.8% | +11.7% | -23.9% |
| 6M | +3.6% | -14.7% | +18.4% | +7.6% |
| YTD | -21.7% | +13.5% | -35.2% | -25.2% |
| 1Y | +1.3% | -0.4% | +1.7% | -1.2% |
| All | +1.3% | -1.9% | +3.2% | -1.2% |
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