+32.0%
XEL vs ENPH
-77.1%
+109.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -3.9% | -10.8% | +6.9% | -3.7% |
| 3M | -2.8% | -33.8% | +31.0% | -1.8% |
| 6M | -5.4% | -16.1% | +10.7% | -5.5% |
| YTD | +3.8% | +13.4% | -9.7% | +2.2% |
| 1Y | +6.8% | -2.6% | +9.4% | +5.6% |
| 3Y | +45.6% | -70.3% | +115.8% | +47.3% |
| All | +32.0% | -77.1% | +109.2% | +39.4% |
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