+187.3%
XLE vs ENPH
+287.7%
-100.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -7.9% | +4.1% | -12.0% | -8.2% |
| 30D | -4.8% | -11.4% | +6.5% | -4.3% |
| 3M | +8.4% | -30.5% | +38.9% | +10.9% |
| 6M | +12.7% | -20.2% | +32.9% | +12.7% |
| YTD | +41.3% | -9.3% | +50.5% | +38.2% |
| 1Y | +42.3% | -3.8% | +46.1% | +38.3% |
| 3Y | +65.1% | -61.5% | +126.6% | +66.6% |
| 5Y | +150.2% | -87.9% | +238.0% | +169.7% |
| 10Y | +163.9% | +2,519.8% | -2,355.9% | +78.6% |
| All | +187.3% | +287.7% | -100.4% | +104.0% |
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