-72.4%
ENPH vs UMAC
+473.8%
-546.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | -0.1% | -3.4% | +3.4% | +0.2% |
| 30D | -10.8% | -15.1% | +4.3% | -10.1% |
| 3M | -33.8% | -10.8% | -23.1% | -33.9% |
| 6M | -16.1% | +15.7% | -31.8% | -18.1% |
| YTD | +13.4% | +80.1% | -66.7% | +7.8% |
| 1Y | -2.6% | +116.7% | -119.3% | -9.0% |
| All | -72.4% | +473.8% | -546.1% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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