+289.6%
XLU vs ENPH
+391.5%
-101.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -1.2% | +1.5% | -2.7% | -1.2% |
| 30D | -2.5% | -12.9% | +10.3% | -2.1% |
| 3M | -2.7% | -27.1% | +24.4% | -1.9% |
| 6M | -7.5% | -15.4% | +8.0% | -7.5% |
| YTD | +0.9% | +15.0% | -14.1% | -0.6% |
| 1Y | +3.3% | -0.7% | +4.0% | +2.1% |
| 3Y | +47.3% | -69.3% | +116.6% | +49.4% |
| 5Y | +44.4% | -76.7% | +121.1% | +46.4% |
| 10Y | +140.8% | +1,947.8% | -1,807.0% | +118.9% |
| All | +289.6% | +391.5% | -101.8% | +248.6% |
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