I Thought I Was the Better Golfer

When the girls have a day off school, we take them to hit golf balls at a local sports dome. The girls were hitting balls from the mat.
The blond twin was really hitting well. She hit the ball off the tee as well as I've ever seen her. It wasn't perfect. Her balls were a bit more horizontal than they should have been and they often took a strange angle. Still, she was really hitting them far. She hit one, dropped the next ball, hit another one and on and on.
This unnerved the brunette twin. She struggled to hit the ball off the tee. Sometimes it just rolled off. Sometimes it went on a sharp angle away from the tee. She would stop, watch her sister, get nervous and started questioning everything she was doing.
I kept talking her through the process. I said, "Are your legs lined up? Are your hands on the club properly?" I just kept asking her questions until she was properly lined up.
She just couldn't get the consistency she normally has when she hits the ball. I just adore watching the brunette twin hit the ball. When she's on her game it's a beautiful arc followed by good distance. She just shines.
Yesterday she looked at me and said, "Why is Sissy hitting the ball so well? I thought I was the better golfer."
Sigh...
Instead of believing she was good at golf, she let her sister's success undermine her confidence. It never occurs to the brunette twin that they could both be good. If her sister is good at something it means the brunette twin is bad at it.   
We spend a lot of time trying to give the brunette twin the tools to build her self-confidence. We sit with her every night to make sure she understands her math homework. We practice things over and over again to make sure she is comfortable with whatever she is doing. It could be walking her through her responsibilities as an alter server or practicing her book report.
The self-confidence seems to be situational for her. The brunette twin gains the confidence to do that task, but it doesn't create a building block for her. The next time she is faced with a challenge, she doesn't think "Hey, I did well before. I could do well now." In her mind she says, "Oh, this is new. I cannot do it."
It's discouraging some times. We will continue to work with her, but we just don't know how to turn these situations into building blocks so she has the self-confidence to believe that she is actually good at something.