-88.2%
ENPH vs UPST
-93.6%
+5.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +11.0% | -4.9% | +15.9% | +12.0% |
| 30D | -15.0% | -8.9% | -6.1% | -13.5% |
| 3M | -28.2% | -26.3% | -1.9% | -23.7% |
| 6M | -20.5% | -23.7% | +3.3% | -15.8% |
| YTD | -11.2% | -49.9% | +38.8% | +1.1% |
| 1Y | -8.7% | -42.0% | +33.3% | +0.8% |
| 3Y | -63.6% | -25.3% | -38.3% | -68.0% |
| All | -88.2% | -93.6% | +5.4% | -86.4% |
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