-13.1%
SLB vs ENPH
+2,128.2%
-2,141.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.8% |
| 7D | +3.5% | -8.4% | +11.9% | +4.4% |
| 30D | +6.5% | -11.2% | +17.7% | +7.4% |
| 3M | -0.2% | -36.1% | +35.8% | +3.8% |
| 6M | -5.7% | -37.9% | +32.2% | -2.7% |
| YTD | +36.8% | -18.7% | +55.5% | +35.5% |
| 1Y | +45.8% | -9.8% | +55.6% | +42.7% |
| 3Y | +3.4% | -66.8% | +70.2% | +6.9% |
| 5Y | +76.1% | -89.6% | +165.8% | +98.1% |
| All | -13.1% | +2,128.2% | -2,141.3% | -32.5% |
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 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