+3.2%
SLB vs ENPH
+279.6%
-276.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | -7.1% | +11.0% | -18.1% | -8.1% |
| 30D | +4.1% | -15.0% | +19.1% | +5.3% |
| 3M | -2.6% | -28.2% | +25.6% | -0.2% |
| 6M | -8.6% | -20.5% | +11.9% | -8.1% |
| YTD | +32.2% | -11.2% | +43.4% | +30.1% |
| 1Y | +40.7% | -8.7% | +49.3% | +37.9% |
| 3Y | -4.5% | -63.6% | +59.1% | -2.2% |
| 5Y | +66.4% | -88.0% | +154.4% | +82.3% |
| 10Y | -15.1% | +2,333.3% | -2,348.4% | -42.9% |
| All | +3.2% | +279.6% | -276.4% | -26.9% |
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