+603.4%
ENPH vs XLRE
+109.5%
+494.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.4% |
| 7D | +3.4% | -0.7% | +4.1% | +4.2% |
| 30D | -10.3% | -2.2% | -8.0% | -8.3% |
| 3M | -31.4% | -2.6% | -28.8% | -30.3% |
| 6M | -10.1% | +2.6% | -12.7% | -14.0% |
| YTD | +14.6% | +9.3% | +5.3% | +3.1% |
| 1Y | -3.2% | +7.2% | -10.4% | -11.1% |
| 3Y | -69.5% | +31.3% | -100.8% | -76.6% |
| 5Y | -77.2% | +8.1% | -85.4% | -79.0% |
| 10Y | +1,940.0% | +88.9% | +1,851.1% | +1,078.2% |
| All | +603.4% | +109.5% | +494.0% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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