-83.6%
ENPH vs UPST
-26.3%
-57.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.5% | -4.2% |
| 7D | -7.6% | -13.5% | +5.9% | -5.1% |
| 30D | -16.4% | -19.6% | +3.2% | -13.2% |
| 3M | -34.3% | -34.2% | -0.1% | -29.5% |
| 6M | -28.5% | -31.2% | +2.7% | -23.6% |
| YTD | -16.4% | -56.2% | +39.8% | -4.7% |
| 1Y | -12.8% | -51.7% | +38.9% | -2.2% |
| 3Y | -65.7% | -8.2% | -57.4% | -69.2% |
| 5Y | -89.4% | -92.8% | +3.4% | -89.1% |
| All | -83.6% | -26.3% | -57.3% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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