+102.9%
XLP vs ENPH
+2,033.5%
-1,930.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.4% | -0.8% |
| 7D | -1.4% | +9.3% | -10.7% | -1.7% |
| 30D | -1.3% | -7.3% | +6.0% | -1.1% |
| 3M | +1.8% | -31.7% | +33.6% | +2.8% |
| 6M | -0.8% | -3.5% | +2.7% | -1.4% |
| YTD | +9.5% | +21.2% | -11.6% | +7.8% |
| 1Y | +7.2% | +0.1% | +7.1% | +6.0% |
| 3Y | +27.1% | -67.7% | +94.8% | +28.3% |
| 5Y | +32.0% | -76.2% | +108.3% | +33.1% |
| 10Y | +102.9% | +2,057.2% | -1,954.3% | +88.0% |
| All | +102.9% | +2,033.5% | -1,930.6% | +88.0% |
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 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