+128.8%
XLP vs ENPH
+2,696.2%
-2,567.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +0.1% | +4.1% | -4.1% | -0.1% |
| 30D | +8.9% | -11.4% | +20.3% | +9.2% |
| 3M | +7.5% | -30.5% | +38.0% | +8.4% |
| 6M | +9.4% | -20.2% | +29.7% | +9.3% |
| YTD | +19.3% | -9.3% | +28.5% | +18.1% |
| 1Y | +21.7% | -3.8% | +25.5% | +20.3% |
| 3Y | +44.0% | -61.5% | +105.5% | +44.3% |
| 5Y | +42.8% | -87.9% | +130.6% | +46.7% |
| 10Y | +128.8% | +2,519.8% | -2,391.0% | +113.8% |
| All | +128.8% | +2,696.2% | -2,567.4% | +113.8% |
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 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