-32.7%
UPS vs ENPH
-89.7%
+57.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.1% |
| 7D | +3.8% | -8.4% | +12.2% | +4.7% |
| 30D | +17.4% | -11.2% | +28.5% | +18.5% |
| 3M | +8.2% | -36.1% | +44.3% | +12.9% |
| 6M | +17.9% | -37.9% | +55.9% | +21.8% |
| YTD | +18.7% | -18.7% | +37.4% | +17.1% |
| 1Y | +24.8% | -9.8% | +34.6% | +21.7% |
| 3Y | -4.5% | -66.8% | +62.3% | -1.2% |
| All | -32.7% | -89.7% | +57.0% | -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 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