+479.2%
SCHD vs ENPH
+389.6%
+89.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.6% |
| 7D | -2.6% | +3.4% | -6.0% | -2.8% |
| 30D | -0.3% | -10.3% | +10.0% | +0.2% |
| 3M | +6.1% | -31.4% | +37.5% | +7.9% |
| 6M | +11.7% | -10.1% | +21.8% | +11.2% |
| YTD | +26.3% | +14.6% | +11.8% | +23.4% |
| 1Y | +28.8% | -3.2% | +32.0% | +26.6% |
| 3Y | +55.0% | -69.5% | +124.5% | +58.6% |
| 5Y | +60.0% | -77.2% | +137.3% | +63.2% |
| 10Y | +243.1% | +1,940.0% | -1,696.9% | +175.6% |
| All | +479.2% | +389.6% | +89.6% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling