+504.8%
XLI vs ENPH
+417.7%
+87.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.2% | -1.0% |
| 7D | +1.0% | +9.3% | -8.3% | +0.3% |
| 30D | -5.8% | -7.3% | +1.5% | -5.4% |
| 3M | +0.7% | -31.7% | +32.4% | +3.1% |
| 6M | +3.2% | -3.5% | +6.7% | +2.3% |
| YTD | +13.0% | +21.2% | -8.1% | +9.5% |
| 1Y | +16.8% | +0.1% | +16.7% | +14.3% |
| 3Y | +72.4% | -67.7% | +140.1% | +77.2% |
| 5Y | +82.8% | -76.2% | +159.0% | +87.6% |
| 10Y | +252.4% | +2,057.2% | -1,804.8% | +160.3% |
| All | +504.8% | +417.7% | +87.0% | +352.0% |
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