-31.7%
NKE vs ENPH
+8.1%
-39.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +5.0% |
| 7D | +9.0% | +26.3% | -17.3% | +7.4% |
| 30D | +19.2% | -5.7% | +24.9% | +19.4% |
| 3M | -1.5% | -24.5% | +23.0% | -0.1% |
| 6M | -4.2% | -3.0% | -1.1% | -7.7% |
| YTD | -34.8% | -1.6% | -33.2% | -37.1% |
| 1Y | -31.7% | +8.8% | -40.4% | -34.3% |
| All | -31.7% | +8.1% | -39.8% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling