-0.1%
SW vs ENPH
-87.0%
+86.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +3.6% |
| 7D | +12.1% | +26.3% | -14.2% | +8.8% |
| 30D | +6.6% | -5.7% | +12.2% | +7.0% |
| 3M | -6.0% | -24.5% | +18.5% | -3.2% |
| 6M | +21.5% | -3.0% | +24.5% | +20.0% |
| YTD | +20.3% | -1.6% | +21.9% | +17.0% |
| 1Y | +28.1% | +8.8% | +19.4% | +22.9% |
| 3Y | +51.6% | -61.0% | +112.6% | +55.6% |
| All | -0.1% | -87.0% | +86.8% | +17.3% |
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