+289.6%
XLP vs ENPH
+279.6%
+10.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +0.7% | +11.0% | -10.3% | +0.4% |
| 30D | +10.3% | -15.0% | +25.3% | +10.7% |
| 3M | +6.5% | -28.2% | +34.8% | +7.4% |
| 6M | +8.4% | -20.5% | +28.9% | +8.3% |
| YTD | +18.2% | -11.2% | +29.4% | +17.2% |
| 1Y | +22.4% | -8.7% | +31.1% | +21.3% |
| 3Y | +41.9% | -63.6% | +105.5% | +42.6% |
| 5Y | +40.9% | -88.0% | +128.9% | +44.8% |
| 10Y | +128.4% | +2,333.3% | -2,205.0% | +95.3% |
| All | +289.6% | +279.6% | +10.0% | +235.3% |
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