+792.4%
SCHW vs ENPH
+391.5%
+401.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -2.8% | +1.5% | -4.3% | -2.9% |
| 30D | -0.1% | -12.9% | +12.8% | +0.9% |
| 3M | +20.6% | -27.1% | +47.7% | +23.0% |
| 6M | +15.9% | -15.4% | +31.4% | +15.4% |
| YTD | +8.5% | +15.0% | -6.5% | +4.3% |
| 1Y | +17.8% | -0.7% | +18.5% | +14.3% |
| 3Y | +88.5% | -69.3% | +157.9% | +94.5% |
| 5Y | +60.6% | -76.7% | +137.3% | +64.8% |
| 10Y | +298.0% | +1,947.8% | -1,649.7% | +156.1% |
| All | +792.4% | +391.5% | +401.0% | +499.6% |
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