+142.5%
XLC vs ENPH
+510.2%
-367.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | -2.4% | +1.5% | -0.6% |
| 30D | +1.0% | -6.6% | +7.7% | +1.6% |
| 3M | -0.7% | -46.8% | +46.1% | +4.8% |
| 6M | -5.1% | -14.7% | +9.6% | -5.5% |
| YTD | -4.3% | +13.5% | -17.8% | -8.5% |
| 1Y | -0.6% | -0.4% | -0.2% | -4.1% |
| 3Y | +72.7% | -71.7% | +144.4% | +82.0% |
| 5Y | +38.0% | -79.1% | +117.1% | +44.7% |
| All | +142.5% | +510.2% | -367.8% | +55.3% |
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