+359.3%
XEL vs ENPH
+389.6%
-30.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.8% |
| 7D | +0.9% | +3.4% | -2.5% | +0.8% |
| 30D | -0.9% | -10.3% | +9.4% | -0.7% |
| 3M | -1.4% | -31.4% | +30.0% | -0.7% |
| 6M | -5.8% | -10.1% | +4.3% | -6.0% |
| YTD | +4.7% | +14.6% | -9.9% | +3.6% |
| 1Y | +9.1% | -3.2% | +12.3% | +8.2% |
| 3Y | +47.8% | -69.5% | +117.3% | +49.2% |
| 5Y | +29.0% | -77.2% | +106.3% | +30.2% |
| 10Y | +154.0% | +1,940.0% | -1,786.0% | +137.4% |
| All | +359.3% | +389.6% | -30.3% | +320.5% |
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