-91.6%
SOXS vs ENPH
+8.1%
-99.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.0% | +11.0% |
| 7D | +46.7% | +26.3% | +20.4% | +68.7% |
| 30D | +97.0% | -5.7% | +102.6% | +88.9% |
| 3M | +39.5% | -24.5% | +64.0% | +17.7% |
| 6M | -54.9% | -3.0% | -51.9% | -55.0% |
| YTD | -90.4% | -1.6% | -88.8% | -89.0% |
| 1Y | -91.6% | +8.8% | -100.4% | -88.9% |
| All | -91.6% | +8.1% | -99.8% | -88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling