+185.4%
SW vs ENPH
+2,314.2%
-2,128.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -1.0% |
| 7D | +4.7% | +12.0% | -7.4% | +3.8% |
| 30D | +5.0% | -14.6% | +19.6% | +5.9% |
| 3M | -7.3% | -25.6% | +18.3% | -5.7% |
| 6M | +15.0% | -19.6% | +34.6% | +15.8% |
| YTD | +18.5% | -9.6% | +28.1% | +17.7% |
| 1Y | +27.1% | -10.0% | +37.2% | +26.2% |
| 3Y | +49.3% | -64.2% | +113.5% | +52.8% |
| 5Y | -1.6% | -87.8% | +86.2% | +3.6% |
| All | +185.4% | +2,314.2% | -2,128.8% | +159.6% |
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 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