+139.2%
SLB vs ENPH
-77.3%
+216.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.5% | -1.3% |
| 7D | +0.4% | +9.3% | -8.8% | -0.4% |
| 30D | +13.6% | -7.3% | +20.8% | +14.2% |
| 3M | +1.5% | -31.7% | +33.2% | +4.6% |
| 6M | +23.0% | -3.5% | +26.5% | +21.7% |
| YTD | +51.2% | +21.2% | +30.1% | +45.5% |
| 1Y | +63.5% | +0.1% | +63.4% | +59.2% |
| 3Y | +2.5% | -67.7% | +70.2% | +5.7% |
| 5Y | +139.2% | -76.2% | +215.4% | +157.8% |
| All | +139.2% | -77.3% | +216.5% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling