+1,652.5%
UMC vs ENPH
+391.5%
+1,261.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +11.4% | +1.5% | +9.9% | +11.2% |
| 30D | +16.8% | -12.9% | +29.7% | +18.2% |
| 3M | +19.1% | -27.1% | +46.2% | +22.9% |
| 6M | +137.4% | -15.4% | +152.9% | +139.9% |
| YTD | +186.4% | +15.0% | +171.4% | +179.0% |
| 1Y | +229.1% | -0.7% | +229.8% | +223.7% |
| 3Y | +257.9% | -69.3% | +327.2% | +277.5% |
| 5Y | +137.5% | -76.7% | +214.2% | +151.5% |
| 10Y | +1,808.2% | +1,947.8% | -139.6% | +1,423.2% |
| All | +1,652.5% | +391.5% | +1,261.0% | +1,384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling