+39.6%
XLC vs ENPH
-89.4%
+129.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | +3.1% | -7.6% | +10.6% | +3.8% |
| 30D | -4.2% | -16.4% | +12.2% | -3.0% |
| 3M | -2.1% | -34.3% | +32.2% | +1.1% |
| 6M | -6.6% | -28.5% | +21.9% | -5.7% |
| YTD | -7.8% | -16.4% | +8.6% | -9.8% |
| 1Y | -4.1% | -12.8% | +8.7% | -6.7% |
| 3Y | +62.6% | -65.7% | +128.3% | +63.8% |
| 5Y | +39.6% | -89.4% | +129.0% | +54.2% |
| All | +39.6% | -89.4% | +129.0% | +54.2% |
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 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