+780.7%
GOOG vs ENPH
+1,908.3%
-1,127.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -2.0% | -10.8% | +8.9% | -1.1% |
| 3M | -5.9% | -33.8% | +28.0% | -2.9% |
| 6M | +8.9% | -16.1% | +25.0% | +8.9% |
| YTD | +7.1% | +13.4% | -6.3% | +3.3% |
| 1Y | +39.7% | -2.6% | +42.3% | +36.0% |
| 3Y | +145.8% | -70.3% | +216.1% | +155.5% |
| 5Y | +138.6% | -77.0% | +215.6% | +148.3% |
| All | +780.7% | +1,908.3% | -1,127.6% | +627.7% |
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