-2.6%
SLB vs ENPH
+1,928.7%
-1,931.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.5% |
| 7D | -1.9% | +3.4% | -5.2% | -2.2% |
| 30D | +7.8% | -10.3% | +18.1% | +8.8% |
| 3M | +2.7% | -31.4% | +34.1% | +6.0% |
| 6M | +22.2% | -10.1% | +32.3% | +21.4% |
| YTD | +51.1% | +14.6% | +36.5% | +45.3% |
| 1Y | +63.3% | -3.2% | +66.6% | +58.9% |
| 3Y | +2.4% | -69.5% | +71.9% | +7.1% |
| 5Y | +139.3% | -77.2% | +216.6% | +147.1% |
| 10Y | -2.6% | +1,940.0% | -1,942.6% | -24.4% |
| All | -2.6% | +1,928.7% | -1,931.3% | -24.4% |
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