+1,919.4%
ENPH vs XME
+421.4%
+1,498.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | -0.1% | -4.2% | +4.2% | +3.0% |
| 30D | -10.8% | -2.7% | -8.1% | -9.2% |
| 3M | -33.8% | -3.9% | -29.9% | -32.0% |
| 6M | -16.1% | -1.0% | -15.2% | -14.8% |
| YTD | +13.4% | +9.8% | +3.6% | +7.1% |
| 1Y | -2.6% | +32.5% | -35.1% | -19.9% |
| 3Y | -70.3% | +124.3% | -194.6% | -83.3% |
| 5Y | -77.0% | +165.8% | -242.8% | -88.8% |
| All | +1,919.4% | +421.4% | +1,498.1% | +497.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling