+390.7%
ZS vs ENPH
+778.5%
-387.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.8% | -11.4% | -5.9% |
| 7D | -9.2% | +9.3% | -18.5% | -10.8% |
| 30D | -4.0% | -7.3% | +3.3% | -2.8% |
| 3M | +25.3% | -31.7% | +57.0% | +33.2% |
| 6M | -1.3% | -3.5% | +2.2% | -5.2% |
| YTD | -28.0% | +21.2% | -49.2% | -35.5% |
| 1Y | -42.5% | +0.1% | -42.5% | -47.0% |
| 3Y | +0.7% | -67.7% | +68.4% | +7.3% |
| 5Y | -42.3% | -76.2% | +33.9% | -35.7% |
| All | +390.7% | +778.5% | -387.8% | +229.4% |
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