-76.8%
ENPH vs XME
+178.1%
-254.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | -10.3% | +1.4% | -11.7% | -11.2% |
| 3M | -31.4% | +2.7% | -34.1% | -32.6% |
| 6M | -10.1% | +6.5% | -16.6% | -13.1% |
| YTD | +14.6% | +15.2% | -0.6% | +4.7% |
| 1Y | -3.2% | +43.5% | -46.7% | -24.7% |
| 3Y | -69.5% | +135.9% | -205.3% | -83.5% |
| All | -76.8% | +178.1% | -254.9% | -88.2% |
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