+757.2%
NUE vs ENPH
+389.6%
+367.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.0% |
| 7D | -2.3% | +3.4% | -5.7% | -2.6% |
| 30D | -6.1% | -10.3% | +4.2% | -5.4% |
| 3M | +1.7% | -31.4% | +33.0% | +4.4% |
| 6M | +53.1% | -10.1% | +63.2% | +52.4% |
| YTD | +59.0% | +14.6% | +44.5% | +54.1% |
| 1Y | +85.3% | -3.2% | +88.6% | +81.4% |
| 3Y | +63.2% | -69.5% | +132.7% | +69.2% |
| 5Y | +146.8% | -77.2% | +224.0% | +156.2% |
| 10Y | +584.3% | +1,940.0% | -1,355.7% | +382.7% |
| All | +757.2% | +389.6% | +367.6% | +507.3% |
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 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