-77.3%
ENPH vs SCHG
+84.3%
-161.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -2.4% |
| 7D | -0.1% | -1.0% | +1.0% | +1.1% |
| 30D | -10.8% | -1.3% | -9.6% | -9.4% |
| 3M | -33.8% | +5.4% | -39.3% | -37.4% |
| 6M | -16.1% | +14.4% | -30.5% | -26.9% |
| YTD | +13.4% | +8.0% | +5.4% | +5.6% |
| 1Y | -2.6% | +12.7% | -15.3% | -13.2% |
| 3Y | -70.3% | +85.6% | -155.9% | -86.4% |
| All | -77.3% | +84.3% | -161.6% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling