+155.1%
NEM vs ENPH
-77.1%
+232.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 3M | +30.2% | -33.8% | +64.0% | +34.1% |
| 6M | +9.6% | -16.1% | +25.7% | +10.1% |
| YTD | +27.8% | +13.4% | +14.4% | +25.0% |
| 1Y | +60.7% | -2.6% | +63.3% | +58.3% |
| 3Y | +245.3% | -70.3% | +315.5% | +257.2% |
| All | +155.1% | -77.1% | +232.3% | +169.0% |
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