+119.9%
XRT vs ENPH
+1,936.5%
-1,816.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -3.6% | +1.5% | -5.1% | -3.8% |
| 30D | -6.7% | -12.9% | +6.2% | -5.3% |
| 3M | -1.4% | -27.1% | +25.7% | +1.6% |
| 6M | +1.7% | -15.4% | +17.1% | +1.6% |
| YTD | -1.5% | +15.0% | -16.5% | -6.2% |
| 1Y | -2.5% | -0.7% | -1.8% | -5.9% |
| 3Y | +39.9% | -69.3% | +109.2% | +47.8% |
| 5Y | -2.6% | -76.7% | +74.1% | +3.2% |
| All | +119.9% | +1,936.5% | -1,816.5% | +65.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling