+287.8%
ENPH vs SWK
+113.6%
+174.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | +11.0% | +11.0% | -0.1% | +3.4% |
| 30D | -15.0% | +30.1% | -45.1% | -28.6% |
| 3M | -28.2% | +14.7% | -42.9% | -34.6% |
| 6M | -20.5% | +44.5% | -65.0% | -37.6% |
| YTD | -11.2% | +59.4% | -70.6% | -34.6% |
| 1Y | -8.7% | +77.5% | -86.2% | -37.3% |
| 3Y | -63.6% | +49.5% | -113.0% | -72.8% |
| 5Y | -88.0% | -24.9% | -63.1% | -86.9% |
| 10Y | +2,332.9% | +31.8% | +2,301.1% | +1,414.3% |
| All | +287.8% | +113.6% | +174.2% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling