-100.0%
SOXS vs ENPH
+389.6%
-489.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -4.1% |
| 7D | -16.6% | +3.4% | -20.0% | -15.3% |
| 30D | -4.4% | -10.3% | +5.9% | -7.9% |
| 3M | -26.2% | -31.4% | +5.1% | -30.4% |
| 6M | -99.3% | -10.1% | -89.1% | -98.9% |
| YTD | -99.5% | +14.6% | -114.1% | -99.2% |
| 1Y | -99.8% | -3.2% | -96.6% | -99.6% |
| 3Y | -100.0% | -69.5% | -30.5% | -100.0% |
| 5Y | -100.0% | -77.2% | -22.8% | -100.0% |
| 10Y | -100.0% | +1,940.0% | -2,040.0% | -100.0% |
| All | -100.0% | +389.6% | -489.6% | -100.0% |
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