+395.5%
ENPH vs XME
+188.3%
+207.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.6% | +6.0% | -12.6% | -10.7% |
| 3M | -46.8% | -7.7% | -39.1% | -43.0% |
| 6M | -14.7% | +1.0% | -15.7% | -14.6% |
| YTD | +13.5% | +14.6% | -1.2% | +3.3% |
| 1Y | -0.4% | +46.0% | -46.4% | -24.7% |
| 3Y | -71.7% | +127.0% | -198.8% | -84.8% |
| 5Y | -79.1% | +175.8% | -254.9% | -90.6% |
| 10Y | +1,898.4% | +414.6% | +1,483.7% | +377.9% |
| All | +395.5% | +188.3% | +207.2% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling