+1,842.6%
UMC vs ENPH
+1,908.3%
-65.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.5% |
| 7D | +9.0% | -0.1% | +9.1% | +9.0% |
| 30D | +17.2% | -10.8% | +28.1% | +18.7% |
| 3M | +11.4% | -33.8% | +45.2% | +17.1% |
| 6M | +137.5% | -16.1% | +153.6% | +140.9% |
| YTD | +193.1% | +13.4% | +179.7% | +183.9% |
| 1Y | +240.3% | -2.6% | +242.9% | +233.8% |
| 3Y | +262.2% | -70.3% | +332.4% | +289.1% |
| 5Y | +143.1% | -77.0% | +220.2% | +161.7% |
| All | +1,842.6% | +1,908.3% | -65.7% | +1,490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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