+109.0%
UPS vs ENPH
+417.7%
-308.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.5% | -2.2% |
| 7D | -2.1% | +9.3% | -11.4% | -2.7% |
| 30D | -2.3% | -7.3% | +4.9% | -1.9% |
| 3M | -5.2% | -31.7% | +26.5% | -3.3% |
| 6M | +1.4% | -3.5% | +4.9% | +0.7% |
| YTD | +6.1% | +21.2% | -15.0% | +3.5% |
| 1Y | +27.0% | +0.1% | +26.9% | +24.8% |
| 3Y | -25.9% | -67.7% | +41.8% | -24.2% |
| 5Y | -34.6% | -76.2% | +41.7% | -33.1% |
| 10Y | +36.2% | +2,057.2% | -2,021.1% | +10.0% |
| All | +109.0% | +417.7% | -308.7% | +69.7% |
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 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