+80.4%
XLI vs ENPH
-77.4%
+157.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.3% | +1.5% | -3.8% | -2.4% |
| 30D | -8.2% | -12.9% | +4.7% | -7.2% |
| 3M | +0.8% | -27.1% | +27.9% | +3.1% |
| 6M | +0.8% | -15.4% | +16.3% | +0.8% |
| YTD | +10.5% | +15.0% | -4.5% | +6.7% |
| 1Y | +14.1% | -0.7% | +14.8% | +11.1% |
| 3Y | +68.6% | -69.3% | +137.9% | +76.2% |
| 5Y | +80.4% | -76.7% | +157.1% | +91.8% |
| All | +80.4% | -77.4% | +157.8% | +91.8% |
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