+2,953.4%
SOXX vs ENPH
+391.5%
+2,561.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +3.0% | +1.5% | +1.5% | +2.8% |
| 30D | -3.1% | -12.9% | +9.7% | -1.5% |
| 3M | -4.4% | -27.1% | +22.7% | -0.3% |
| 6M | +52.9% | -15.4% | +68.3% | +55.1% |
| YTD | +72.0% | +15.0% | +57.0% | +65.4% |
| 1Y | +105.1% | -0.7% | +105.8% | +100.1% |
| 3Y | +220.6% | -69.3% | +289.9% | +245.7% |
| 5Y | +244.8% | -76.7% | +321.5% | +274.4% |
| 10Y | +1,537.1% | +1,947.8% | -410.6% | +1,033.7% |
| All | +2,953.4% | +391.5% | +2,561.9% | +2,049.3% |
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