-70.2%
ENPH vs UPST
-11.9%
-58.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -2.4% | -3.5% | +1.2% | -1.6% |
| 30D | -6.6% | -7.1% | +0.5% | -5.1% |
| 3M | -46.8% | -13.1% | -33.7% | -45.0% |
| 6M | -14.7% | -1.1% | -13.7% | -14.6% |
| YTD | +13.5% | -35.9% | +49.3% | +22.2% |
| 1Y | -0.4% | -57.4% | +57.0% | +14.4% |
| All | -70.2% | -11.9% | -58.3% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling