+517.5%
XBI vs ENPH
+389.6%
+127.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.9% | -0.9% |
| 7D | -3.6% | +3.4% | -7.0% | -4.1% |
| 30D | +0.9% | -10.3% | +11.1% | +2.2% |
| 3M | +21.4% | -31.4% | +52.8% | +26.6% |
| 6M | +25.5% | -10.1% | +35.6% | +24.5% |
| YTD | +30.8% | +14.6% | +16.3% | +24.0% |
| 1Y | +68.6% | -3.2% | +71.8% | +62.4% |
| 3Y | +103.9% | -69.5% | +173.4% | +117.0% |
| 5Y | +20.8% | -77.2% | +98.0% | +29.9% |
| 10Y | +164.0% | +1,940.0% | -1,776.0% | +67.9% |
| All | +517.5% | +389.6% | +127.9% | +309.2% |
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