+562.2%
NTAP vs ENPH
+2,128.2%
-1,566.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.3% |
| 7D | +7.2% | -8.4% | +15.6% | +8.1% |
| 30D | -18.4% | -11.2% | -7.2% | -17.6% |
| 3M | -11.3% | -36.1% | +24.7% | -7.6% |
| 6M | +53.8% | -37.9% | +91.7% | +59.2% |
| YTD | +72.0% | -18.7% | +90.6% | +71.7% |
| 1Y | +68.0% | -9.8% | +77.9% | +66.1% |
| 3Y | +149.5% | -66.8% | +216.3% | +160.1% |
| 5Y | +125.6% | -89.6% | +215.2% | +152.9% |
| All | +562.2% | +2,128.2% | -1,566.0% | +417.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling