+302.3%
NEM vs ENPH
+1,908.3%
-1,606.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.8% | -10.8% | +18.7% | +8.5% |
| 3M | +30.2% | -33.8% | +64.0% | +33.1% |
| 6M | +9.6% | -16.1% | +25.7% | +10.0% |
| YTD | +27.8% | +13.4% | +14.4% | +25.6% |
| 1Y | +60.7% | -2.6% | +63.3% | +58.8% |
| 3Y | +245.3% | -70.3% | +315.5% | +255.3% |
| 5Y | +155.3% | -77.0% | +232.4% | +161.4% |
| All | +302.3% | +1,908.3% | -1,606.0% | +277.5% |
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 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