-26.8%
UPS vs ENPH
-70.0%
+43.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -0.7% |
| 7D | -3.7% | +3.4% | -7.1% | -4.0% |
| 30D | -3.7% | -10.3% | +6.5% | -2.8% |
| 3M | -6.6% | -31.4% | +24.8% | -3.5% |
| 6M | +2.6% | -10.1% | +12.7% | +1.8% |
| YTD | +4.8% | +14.6% | -9.8% | +0.5% |
| 1Y | +25.3% | -3.2% | +28.5% | +21.7% |
| All | -26.8% | -70.0% | +43.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling