+144.1%
UMC vs ENPH
-77.1%
+221.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.6% |
| 7D | +9.0% | -0.1% | +9.1% | +8.9% |
| 30D | +17.2% | -10.8% | +28.1% | +19.3% |
| 3M | +11.4% | -33.8% | +45.2% | +19.4% |
| 6M | +137.5% | -16.1% | +153.6% | +142.2% |
| YTD | +193.1% | +13.4% | +179.7% | +180.4% |
| 1Y | +240.3% | -2.6% | +242.9% | +231.4% |
| 3Y | +262.2% | -70.3% | +332.4% | +306.1% |
| All | +144.1% | -77.1% | +221.3% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling