+263.4%
XLP vs ENPH
+384.9%
-121.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | -2.4% | +1.3% | -1.0% |
| 30D | -0.9% | -6.6% | +5.7% | -0.7% |
| 3M | +3.8% | -46.8% | +50.6% | +5.5% |
| 6M | -1.7% | -14.7% | +13.0% | -1.9% |
| YTD | +10.3% | +13.5% | -3.2% | +8.7% |
| 1Y | +7.8% | -0.4% | +8.2% | +6.6% |
| 3Y | +27.2% | -71.7% | +98.9% | +28.9% |
| 5Y | +32.5% | -79.1% | +111.6% | +34.0% |
| 10Y | +101.8% | +1,898.4% | -1,796.6% | +73.5% |
| All | +263.4% | +384.9% | -121.5% | +211.0% |
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