+42.7%
XLP vs ENPH
-89.4%
+132.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | -0.3% |
| 7D | -0.2% | -7.6% | +7.4% | 0.0% |
| 30D | +8.2% | -16.4% | +24.6% | +8.5% |
| 3M | +7.7% | -34.3% | +42.0% | +8.7% |
| 6M | +9.3% | -28.5% | +37.9% | +9.2% |
| YTD | +19.5% | -16.4% | +35.9% | +18.0% |
| 1Y | +21.0% | -12.8% | +33.8% | +19.3% |
| 3Y | +43.2% | -65.7% | +108.9% | +43.4% |
| 5Y | +42.7% | -89.4% | +132.1% | +46.4% |
| All | +42.7% | -89.4% | +132.1% | +46.4% |
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