-89.3%
ENPH vs XME
+108.0%
-197.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.5% |
| 7D | -8.4% | +0.3% | -8.7% | -8.6% |
| 30D | -11.2% | -6.1% | -5.0% | -7.4% |
| 3M | -36.1% | -18.6% | -17.4% | -26.0% |
| 6M | -37.9% | -23.9% | -14.0% | -23.8% |
| YTD | -18.7% | -9.3% | -9.3% | -12.3% |
| 1Y | -9.8% | +1.8% | -11.6% | -10.6% |
| 3Y | -66.8% | +93.0% | -159.8% | -80.0% |
| All | -89.3% | +108.0% | -197.3% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling