+181.7%
SHEL vs ENPH
+417.7%
-236.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.2% | +2.1% |
| 7D | +1.9% | +9.3% | -7.3% | +1.3% |
| 30D | +8.7% | -7.3% | +15.9% | +9.2% |
| 3M | +11.0% | -31.7% | +42.7% | +13.6% |
| 6M | +14.6% | -3.5% | +18.0% | +13.2% |
| YTD | +33.3% | +21.2% | +12.1% | +28.5% |
| 1Y | +37.9% | +0.1% | +37.8% | +34.4% |
| 3Y | +69.7% | -67.7% | +137.4% | +74.3% |
| 5Y | +190.2% | -76.2% | +266.4% | +195.8% |
| 10Y | +197.0% | +2,057.2% | -1,860.2% | +111.8% |
| All | +181.7% | +417.7% | -236.0% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling