+279.9%
XLB vs ENPH
+247.6%
+32.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | 0.0% |
| 7D | +0.5% | -8.4% | +9.0% | +1.2% |
| 30D | +5.2% | -11.2% | +16.3% | +5.9% |
| 3M | +0.3% | -36.1% | +36.4% | +3.4% |
| 6M | +1.2% | -37.9% | +39.1% | +3.6% |
| YTD | +16.6% | -18.7% | +35.3% | +15.8% |
| 1Y | +21.4% | -9.8% | +31.3% | +19.5% |
| 3Y | +43.2% | -66.8% | +110.0% | +47.2% |
| 5Y | +28.0% | -89.6% | +117.7% | +39.9% |
| 10Y | +164.8% | +2,186.8% | -2,022.1% | +95.3% |
| All | +279.9% | +247.6% | +32.3% | +188.4% |
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 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