+12.9%
SHW vs ENPH
-77.5%
+90.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.8% | -1.2% |
| 7D | -3.2% | +3.4% | -6.6% | -3.5% |
| 30D | -11.4% | -10.3% | -1.1% | -10.6% |
| 3M | +3.5% | -31.4% | +34.9% | +6.6% |
| 6M | -3.4% | -10.1% | +6.8% | -4.3% |
| YTD | -0.3% | +14.6% | -14.9% | -4.6% |
| 1Y | -10.4% | -3.2% | -7.2% | -13.2% |
| 3Y | +21.3% | -69.5% | +90.8% | +26.8% |
| 5Y | +12.9% | -77.2% | +90.1% | +21.0% |
| All | +12.9% | -77.5% | +90.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling