+35.0%
XLB vs ENPH
-77.5%
+112.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | -0.5% |
| 7D | -2.9% | +3.4% | -6.3% | -3.3% |
| 30D | -3.4% | -10.3% | +6.9% | -2.4% |
| 3M | +1.6% | -31.4% | +33.0% | +4.9% |
| 6M | +3.6% | -10.1% | +13.8% | +2.8% |
| YTD | +14.2% | +14.6% | -0.3% | +9.3% |
| 1Y | +15.6% | -3.2% | +18.8% | +12.1% |
| 3Y | +33.1% | -69.5% | +102.6% | +39.5% |
| 5Y | +35.0% | -77.2% | +112.3% | +43.7% |
| All | +35.0% | -77.5% | +112.6% | +43.7% |
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