+1,919.4%
ENPH vs SCHG
+459.0%
+1,460.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -2.5% |
| 7D | -0.1% | -1.0% | +1.0% | +1.3% |
| 30D | -10.8% | -1.3% | -9.6% | -9.2% |
| 3M | -33.8% | +5.4% | -39.3% | -37.9% |
| 6M | -16.1% | +14.4% | -30.5% | -28.4% |
| YTD | +13.4% | +8.0% | +5.4% | +4.5% |
| 1Y | -2.6% | +12.7% | -15.3% | -14.8% |
| 3Y | -70.3% | +85.6% | -155.9% | -87.6% |
| 5Y | -77.0% | +85.5% | -162.5% | -90.0% |
| All | +1,919.4% | +459.0% | +1,460.4% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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