+253.9%
XLI vs ENPH
+1,908.3%
-1,654.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -7.3% | -10.8% | +3.6% | -6.5% |
| 3M | -1.3% | -33.8% | +32.5% | +1.5% |
| 6M | +2.2% | -16.1% | +18.4% | +2.4% |
| YTD | +11.7% | +13.4% | -1.7% | +8.4% |
| 1Y | +14.3% | -2.6% | +16.9% | +11.8% |
| 3Y | +70.3% | -70.3% | +140.6% | +76.8% |
| 5Y | +82.3% | -77.0% | +159.3% | +88.4% |
| All | +253.9% | +1,908.3% | -1,654.4% | +191.1% |
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 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