+1,975.6%
GOOG vs ENPH
+389.6%
+1,586.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.7% |
| 7D | -1.6% | +3.4% | -4.9% | -1.8% |
| 30D | -7.7% | -10.3% | +2.6% | -7.0% |
| 3M | -9.3% | -31.4% | +22.1% | -7.1% |
| 6M | +7.4% | -10.1% | +17.6% | +6.9% |
| YTD | +4.9% | +14.6% | -9.7% | +1.6% |
| 1Y | +37.2% | -3.2% | +40.4% | +34.2% |
| 3Y | +141.6% | -69.5% | +211.1% | +149.2% |
| 5Y | +128.8% | -77.2% | +206.0% | +136.7% |
| 10Y | +772.7% | +1,940.0% | -1,167.3% | +567.3% |
| All | +1,975.6% | +389.6% | +1,586.0% | +1,520.1% |
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