+155.9%
NUE vs ENPH
-77.1%
+233.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.7% |
| 7D | -0.6% | -0.1% | -0.6% | -0.7% |
| 30D | -4.6% | -10.8% | +6.3% | -3.5% |
| 3M | -0.3% | -33.8% | +33.5% | +3.7% |
| 6M | +51.9% | -16.1% | +68.0% | +52.0% |
| YTD | +60.0% | +13.4% | +46.6% | +53.0% |
| 1Y | +82.9% | -2.6% | +85.5% | +77.0% |
| 3Y | +66.0% | -70.3% | +136.2% | +75.6% |
| All | +155.9% | -77.1% | +233.0% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling