+210.0%
SHEL vs ENPH
+1,908.3%
-1,698.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +8.4% | -10.8% | +19.2% | +9.2% |
| 3M | +13.7% | -33.8% | +47.5% | +16.8% |
| 6M | +12.7% | -16.1% | +28.8% | +12.5% |
| YTD | +35.3% | +13.4% | +21.9% | +30.7% |
| 1Y | +39.4% | -2.6% | +42.0% | +35.7% |
| 3Y | +71.5% | -70.3% | +141.7% | +77.7% |
| 5Y | +195.0% | -77.0% | +272.0% | +201.8% |
| All | +210.0% | +1,908.3% | -1,698.3% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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