+242.2%
NEM vs ENPH
+417.7%
-175.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.5% | -1.2% |
| 7D | +3.9% | +9.3% | -5.4% | +3.3% |
| 30D | +12.7% | -7.3% | +20.0% | +13.2% |
| 3M | +28.7% | -31.7% | +60.4% | +31.1% |
| 6M | +9.8% | -3.5% | +13.3% | +9.2% |
| YTD | +28.1% | +21.2% | +6.9% | +25.5% |
| 1Y | +69.3% | +0.1% | +69.3% | +67.1% |
| 3Y | +247.7% | -67.7% | +315.4% | +255.8% |
| 5Y | +153.4% | -76.2% | +229.6% | +158.2% |
| 10Y | +291.3% | +2,057.2% | -1,765.9% | +215.8% |
| All | +242.2% | +417.7% | -175.5% | +164.5% |
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