+162.3%
SOXL vs ENPH
-77.1%
+239.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +6.1% |
| 7D | +3.9% | -0.1% | +3.9% | +3.6% |
| 30D | -14.3% | -10.8% | -3.5% | -8.2% |
| 3M | -45.6% | -33.8% | -11.8% | -26.2% |
| 6M | +117.2% | -16.1% | +133.3% | +160.3% |
| YTD | +189.8% | +13.4% | +176.4% | +159.5% |
| 1Y | +317.7% | -2.6% | +320.3% | +309.8% |
| 3Y | +478.6% | -70.3% | +548.9% | +918.7% |
| All | +162.3% | -77.1% | +239.4% | +447.1% |
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