-88.7%
ENPH vs SWK
-26.0%
-62.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.8% |
| 7D | -10.3% | -2.3% | -8.0% | -9.0% |
| 30D | -10.1% | +30.4% | -40.6% | -23.3% |
| 3M | -33.1% | +12.1% | -45.2% | -37.7% |
| 6M | -24.8% | +49.1% | -73.9% | -40.6% |
| YTD | -11.7% | +60.4% | -72.1% | -33.1% |
| 1Y | -8.2% | +78.3% | -86.6% | -34.4% |
| 3Y | -63.7% | +53.3% | -117.0% | -72.0% |
| 5Y | -88.7% | -27.0% | -61.7% | -88.6% |
| All | -88.7% | -26.0% | -62.7% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling