+51.7%
XOP vs ENPH
+2,128.2%
-2,076.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +6.3% | -8.4% | +14.8% | +7.4% |
| 30D | -6.6% | -11.2% | +4.6% | -5.8% |
| 3M | +3.6% | -36.1% | +39.6% | +8.2% |
| 6M | +10.8% | -37.9% | +48.7% | +14.1% |
| YTD | +48.3% | -18.7% | +66.9% | +44.7% |
| 1Y | +42.9% | -9.8% | +52.8% | +37.5% |
| 3Y | +43.3% | -66.8% | +110.1% | +48.0% |
| 5Y | +94.0% | -89.6% | +183.6% | +123.3% |
| All | +51.7% | +2,128.2% | -2,076.6% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling