+54.9%
SCHD vs ENPH
-70.3%
+125.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -0.4% | -10.8% | +10.4% | +0.2% |
| 3M | +5.7% | -33.8% | +39.5% | +7.9% |
| 6M | +11.9% | -16.1% | +28.0% | +11.7% |
| YTD | +26.4% | +13.4% | +13.0% | +22.7% |
| 1Y | +27.6% | -2.6% | +30.2% | +24.8% |
| 3Y | +54.9% | -70.3% | +125.2% | +59.1% |
| All | +54.9% | -70.3% | +125.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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