+2,186.8%
ENPH vs SWK
+18.1%
+2,168.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -8.4% | -1.4% | -7.1% | -7.6% |
| 30D | -11.2% | +25.5% | -36.6% | -23.0% |
| 3M | -36.1% | +11.8% | -47.9% | -40.6% |
| 6M | -37.9% | +48.7% | -86.6% | -51.4% |
| YTD | -18.7% | +57.2% | -75.8% | -38.6% |
| 1Y | -9.8% | +75.3% | -85.1% | -36.2% |
| 3Y | -66.8% | +51.9% | -118.8% | -74.9% |
| 5Y | -89.6% | -30.7% | -58.9% | -88.1% |
| All | +2,186.8% | +18.1% | +2,168.7% | +1,270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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