+13.2%
FSLR vs ENPH
-70.0%
+83.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.7% | -2.6% |
| 7D | +0.2% | +3.4% | -3.1% | -1.0% |
| 30D | -15.1% | -10.3% | -4.9% | -11.5% |
| 3M | -22.5% | -31.4% | +8.8% | -10.9% |
| 6M | +4.0% | -10.1% | +14.1% | +4.4% |
| YTD | -22.3% | +14.6% | -36.8% | -33.2% |
| 1Y | 0.0% | -3.2% | +3.2% | -8.7% |
| All | +13.2% | -70.0% | +83.2% | +58.4% |
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