+37.3%
IR vs ENPH
-77.5%
+114.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.4% |
| 7D | -1.9% | +3.4% | -5.3% | -2.3% |
| 30D | -15.0% | -10.3% | -4.8% | -14.0% |
| 3M | -0.4% | -31.4% | +31.0% | +3.6% |
| 6M | -15.0% | -10.1% | -4.9% | -15.9% |
| YTD | -7.1% | +14.6% | -21.6% | -11.8% |
| 1Y | -7.5% | -3.2% | -4.3% | -10.9% |
| 3Y | +6.3% | -69.5% | +75.8% | +13.0% |
| 5Y | +37.3% | -77.2% | +114.6% | +52.0% |
| All | +37.3% | -77.5% | +114.9% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling