+28.4%
XLY vs ENPH
-77.1%
+105.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.2% | -10.8% | +6.7% | -2.8% |
| 3M | -2.7% | -33.8% | +31.1% | +2.2% |
| 6M | -0.6% | -16.1% | +15.5% | -0.6% |
| YTD | -5.0% | +13.4% | -18.4% | -10.6% |
| 1Y | -4.1% | -2.6% | -1.5% | -8.2% |
| 3Y | +33.6% | -70.3% | +103.8% | +44.6% |
| All | +28.4% | -77.1% | +105.5% | +38.1% |
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