+395.5%
ENPH vs SWK
+79.5%
+316.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -2.4% | -0.4% | -1.9% | -2.1% |
| 30D | -6.6% | -5.7% | -0.9% | -2.8% |
| 3M | -46.8% | +24.1% | -70.9% | -53.6% |
| 6M | -14.7% | +24.7% | -39.5% | -26.2% |
| YTD | +13.5% | +33.9% | -20.5% | -5.9% |
| 1Y | -0.4% | +34.7% | -35.1% | -17.8% |
| 3Y | -71.7% | +15.3% | -87.0% | -75.1% |
| 5Y | -79.1% | -39.3% | -39.8% | -73.7% |
| 10Y | +1,898.4% | +2.5% | +1,895.9% | +1,405.1% |
| All | +395.5% | +79.5% | +316.0% | +123.1% |
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