-32.6%
NKE vs ENPH
-7.2%
-25.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.5% | -1.9% |
| 7D | -2.3% | +3.4% | -5.7% | -2.3% |
| 30D | -10.4% | -10.3% | -0.1% | -10.3% |
| 3M | -15.5% | -31.4% | +15.9% | -14.6% |
| 6M | -32.6% | -10.1% | -22.5% | -34.5% |
| All | -32.6% | -7.2% | -25.5% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling