-76.2%
ENPH vs UPST
-90.2%
+14.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.6% | +7.6% |
| 7D | +9.3% | -1.5% | +10.8% | +9.5% |
| 30D | -7.3% | -13.2% | +6.0% | -4.5% |
| 3M | -31.7% | -13.0% | -18.8% | -29.7% |
| 6M | -3.5% | -2.9% | -0.6% | -3.1% |
| YTD | +21.2% | -38.3% | +59.5% | +32.2% |
| 1Y | +0.1% | -60.5% | +60.5% | +18.3% |
| 3Y | -67.7% | -11.7% | -56.0% | -72.5% |
| 5Y | -76.2% | -90.2% | +13.9% | -76.5% |
| All | -76.2% | -90.2% | +14.0% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling