+402.2%
ENPH vs SCHG
+816.4%
-414.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.0% |
| 7D | +1.5% | -2.7% | +4.2% | +5.6% |
| 30D | -12.9% | -2.2% | -10.6% | -9.9% |
| 3M | -27.1% | +6.2% | -33.3% | -32.6% |
| 6M | -15.4% | +13.4% | -28.8% | -27.9% |
| YTD | +15.0% | +7.1% | +7.9% | +6.3% |
| 1Y | -0.7% | +12.5% | -13.2% | -14.1% |
| 3Y | -69.3% | +86.2% | -155.5% | -88.3% |
| 5Y | -76.7% | +83.9% | -160.6% | -90.6% |
| 10Y | +1,947.8% | +451.3% | +1,496.5% | +27.2% |
| All | +402.2% | +816.4% | -414.2% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling