+87.0%
SCHW vs ENPH
-69.9%
+156.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -2.8% | +1.5% | -4.3% | -2.8% |
| 30D | -0.1% | -12.9% | +12.8% | +0.3% |
| 3M | +20.6% | -27.1% | +47.7% | +21.4% |
| 6M | +15.9% | -15.4% | +31.4% | +15.1% |
| YTD | +8.5% | +15.0% | -6.5% | +5.7% |
| 1Y | +17.8% | -0.7% | +18.5% | +15.3% |
| All | +87.0% | -69.9% | +156.8% | +96.0% |
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