+204.7%
NEM vs ENPH
+247.6%
-42.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | -6.4% | -8.4% | +2.0% | -5.9% |
| 30D | +1.4% | -11.2% | +12.6% | +1.9% |
| 3M | -0.7% | -36.1% | +35.4% | +1.6% |
| 6M | -4.5% | -37.9% | +33.5% | -2.5% |
| YTD | +14.0% | -18.7% | +32.7% | +14.0% |
| 1Y | +27.3% | -9.8% | +37.1% | +26.5% |
| 3Y | +250.5% | -66.8% | +317.3% | +259.6% |
| 5Y | +121.1% | -89.6% | +210.7% | +135.0% |
| 10Y | +358.3% | +2,186.8% | -1,828.5% | +271.0% |
| All | +204.7% | +247.6% | -42.9% | +140.3% |
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