+163.9%
XLE vs ENPH
+2,435.8%
-2,271.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.8% |
| 7D | -6.7% | -9.1% | +2.4% | -6.0% |
| 30D | -4.4% | -15.8% | +11.3% | -3.4% |
| 3M | +4.0% | -32.5% | +36.4% | +6.8% |
| 6M | +13.2% | -24.2% | +37.3% | +13.5% |
| YTD | +41.9% | -13.8% | +55.7% | +38.9% |
| 1Y | +41.6% | -15.8% | +57.5% | +38.8% |
| 3Y | +64.0% | -64.6% | +128.5% | +66.5% |
| 5Y | +158.1% | -88.1% | +246.2% | +180.5% |
| 10Y | +163.9% | +2,367.9% | -2,203.9% | +106.9% |
| All | +163.9% | +2,435.8% | -2,271.8% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling