+622.5%
FSLR vs ENPH
+268.5%
+353.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.6% | -4.3% |
| 7D | -2.6% | -9.1% | +6.5% | -0.3% |
| 30D | +1.8% | -15.8% | +17.5% | +5.5% |
| 3M | -24.4% | -32.5% | +8.1% | -16.9% |
| 6M | -17.7% | -24.2% | +6.5% | -13.4% |
| YTD | -30.7% | -13.8% | -17.0% | -31.7% |
| 1Y | -33.6% | -15.8% | -17.8% | -34.2% |
| 3Y | +35.1% | -64.6% | +99.7% | +61.0% |
| 5Y | +63.1% | -88.1% | +151.1% | +141.9% |
| 10Y | +466.4% | +2,367.9% | -1,901.4% | +171.9% |
| All | +622.5% | +268.5% | +353.9% | +309.6% |
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