+732.4%
LOW vs ENPH
+417.7%
+314.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.5% | -2.3% |
| 7D | +0.4% | +9.3% | -8.9% | -0.3% |
| 30D | -10.1% | -7.3% | -2.8% | -9.6% |
| 3M | -2.9% | -31.7% | +28.9% | -0.4% |
| 6M | -19.4% | -3.5% | -15.9% | -20.4% |
| YTD | -15.4% | +21.2% | -36.6% | -18.6% |
| 1Y | -24.9% | +0.1% | -25.0% | -26.9% |
| 3Y | -7.8% | -67.7% | +59.9% | -5.0% |
| 5Y | +8.4% | -76.2% | +84.6% | +11.8% |
| 10Y | +226.8% | +2,057.2% | -1,830.4% | +154.3% |
| All | +732.4% | +417.7% | +314.7% | +526.5% |
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