+433.3%
INTC vs ENPH
+417.7%
+15.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.8% | +2.3% | +8.3% |
| 7D | +17.4% | +9.3% | +8.2% | +16.4% |
| 30D | +2.8% | -7.3% | +10.0% | +3.6% |
| 3M | -5.3% | -31.7% | +26.5% | -1.4% |
| 6M | +140.6% | -3.5% | +144.1% | +140.3% |
| YTD | +183.1% | +21.2% | +162.0% | +174.4% |
| 1Y | +326.8% | +0.1% | +326.7% | +319.7% |
| 3Y | +179.4% | -67.7% | +247.1% | +194.5% |
| 5Y | +111.7% | -76.2% | +188.0% | +123.1% |
| 10Y | +253.8% | +2,057.2% | -1,803.4% | +166.4% |
| All | +433.3% | +417.7% | +15.6% | +312.0% |
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