-86.4%
ENPH vs BOXX
+18.5%
-104.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -0.1% | +0.1% | -0.1% | -0.2% |
| 30D | -10.8% | +0.3% | -11.2% | -11.5% |
| 3M | -33.8% | +1.0% | -34.9% | -35.5% |
| 6M | -16.1% | +1.9% | -18.1% | -21.1% |
| YTD | +13.4% | +2.7% | +10.7% | +3.2% |
| 1Y | -2.6% | +4.0% | -6.6% | -15.2% |
| 3Y | -70.3% | +14.7% | -84.9% | -69.9% |
| All | -86.4% | +18.5% | -104.9% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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