+337.7%
SHW vs ENPH
+2,128.2%
-1,790.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +1.9% | -8.4% | +10.3% | +2.6% |
| 30D | +8.1% | -11.2% | +19.2% | +8.9% |
| 3M | -2.8% | -36.1% | +33.3% | +0.4% |
| 6M | +15.0% | -37.9% | +53.0% | +17.8% |
| YTD | +9.0% | -18.7% | +27.7% | +8.0% |
| 1Y | +4.5% | -9.8% | +14.3% | +2.5% |
| 3Y | +41.9% | -66.8% | +108.7% | +45.7% |
| 5Y | +10.7% | -89.6% | +100.4% | +21.8% |
| All | +337.7% | +2,128.2% | -1,790.5% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling