+788.5%
XLK vs ENPH
+1,908.3%
-1,119.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | -10.8% | +10.2% | +0.6% |
| 3M | +2.6% | -33.8% | +36.4% | +7.0% |
| 6M | +34.0% | -16.1% | +50.1% | +34.8% |
| YTD | +30.7% | +13.4% | +17.3% | +25.8% |
| 1Y | +39.2% | -2.6% | +41.8% | +35.6% |
| 3Y | +120.4% | -70.3% | +190.7% | +133.4% |
| 5Y | +148.8% | -77.0% | +225.8% | +163.1% |
| All | +788.5% | +1,908.3% | -1,119.8% | +595.9% |
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