+18.9%
SLB vs ENPH
+384.9%
-366.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +15.8% | -6.6% | +22.4% | +16.4% |
| 3M | -0.3% | -46.8% | +46.5% | +5.0% |
| 6M | +21.3% | -14.7% | +36.1% | +21.3% |
| YTD | +52.3% | +13.5% | +38.8% | +47.2% |
| 1Y | +63.6% | -0.4% | +64.0% | +59.2% |
| 3Y | +3.8% | -71.7% | +75.5% | +8.9% |
| 5Y | +128.6% | -79.1% | +207.7% | +137.8% |
| 10Y | -3.1% | +1,898.4% | -1,901.4% | -34.2% |
| All | +18.9% | +384.9% | -366.0% | -17.4% |
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 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