+420.9%
FSLR vs ENPH
+2,188.9%
-1,768.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -1.6% |
| 7D | -12.0% | -7.6% | -4.4% | -9.9% |
| 30D | -7.7% | -16.4% | +8.7% | -3.5% |
| 3M | -24.0% | -34.3% | +10.3% | -14.6% |
| 6M | -24.4% | -28.5% | +4.1% | -18.6% |
| YTD | -34.0% | -16.4% | -17.6% | -34.9% |
| 1Y | -35.6% | -12.8% | -22.8% | -37.3% |
| 3Y | +28.7% | -65.7% | +94.3% | +58.4% |
| 5Y | +55.3% | -89.4% | +144.7% | +150.3% |
| All | +420.9% | +2,188.9% | -1,768.0% | +226.7% |
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