+176.5%
XLE vs ENPH
+2,188.9%
-2,012.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.9% |
| 7D | +4.4% | -7.6% | +11.9% | +5.0% |
| 30D | -4.3% | -16.4% | +12.1% | -3.2% |
| 3M | +6.0% | -34.3% | +40.3% | +9.1% |
| 6M | +13.2% | -28.5% | +41.8% | +14.1% |
| YTD | +46.7% | -16.4% | +63.2% | +44.0% |
| 1Y | +46.6% | -12.8% | +59.4% | +43.2% |
| 3Y | +69.6% | -65.7% | +135.2% | +72.5% |
| 5Y | +166.5% | -89.4% | +255.9% | +192.8% |
| All | +176.5% | +2,188.9% | -2,012.4% | +116.4% |
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 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