+64.3%
XLF vs ENPH
-77.1%
+141.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -1.2% | -10.8% | +9.7% | -0.5% |
| 3M | +9.2% | -33.8% | +43.0% | +11.6% |
| 6M | +16.3% | -16.1% | +32.5% | +16.0% |
| YTD | +5.4% | +13.4% | -8.0% | +2.3% |
| 1Y | +7.6% | -2.6% | +10.2% | +5.2% |
| 3Y | +74.2% | -70.3% | +144.5% | +79.8% |
| All | +64.3% | -77.1% | +141.4% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling