-88.2%
ENPH vs SWK
-25.5%
-62.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | +11.0% | +11.0% | 0.0% | +4.1% |
| 30D | -15.0% | +30.1% | -45.1% | -27.4% |
| 3M | -28.2% | +14.7% | -42.9% | -34.0% |
| 6M | -20.5% | +44.5% | -65.0% | -36.2% |
| YTD | -11.2% | +59.4% | -70.5% | -32.5% |
| 1Y | -8.7% | +77.5% | -86.2% | -34.6% |
| 3Y | -63.6% | +49.5% | -113.0% | -71.6% |
| All | -88.2% | -25.5% | -62.8% | -87.9% |
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