+179.0%
XLE vs ENPH
+2,045.3%
-1,866.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +0.6% |
| 7D | 0.0% | +9.3% | -9.3% | -0.7% |
| 30D | +12.6% | -7.3% | +19.9% | +13.2% |
| 3M | +11.8% | -31.7% | +43.6% | +14.7% |
| 6M | +16.1% | -3.5% | +19.6% | +14.3% |
| YTD | +46.9% | +21.2% | +25.7% | +40.7% |
| 1Y | +53.3% | +0.1% | +53.2% | +48.6% |
| 3Y | +54.9% | -67.7% | +122.6% | +59.6% |
| 5Y | +225.7% | -76.2% | +301.9% | +232.6% |
| All | +179.0% | +2,045.3% | -1,866.3% | +119.7% |
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