-61.5%
ENPH vs SWK
+53.9%
-115.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.2% |
| 7D | +4.1% | +10.7% | -6.6% | -3.6% |
| 30D | -11.4% | +33.3% | -44.7% | -28.2% |
| 3M | -30.5% | +14.7% | -45.2% | -37.4% |
| 6M | -20.2% | +48.5% | -68.7% | -40.3% |
| YTD | -9.3% | +63.9% | -73.2% | -36.8% |
| 1Y | -3.8% | +80.4% | -84.2% | -37.3% |
| 3Y | -61.5% | +58.1% | -119.6% | -75.5% |
| All | -61.5% | +53.9% | -115.4% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling