+133.8%
UPS vs ENPH
+247.6%
-113.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.0% |
| 7D | +3.8% | -8.4% | +12.2% | +4.3% |
| 30D | +17.4% | -11.2% | +28.5% | +18.0% |
| 3M | +8.2% | -36.1% | +44.3% | +10.8% |
| 6M | +17.9% | -37.9% | +55.9% | +20.2% |
| YTD | +18.7% | -18.7% | +37.4% | +18.2% |
| 1Y | +24.8% | -9.8% | +34.6% | +23.6% |
| 3Y | -4.5% | -66.8% | +62.3% | -2.2% |
| 5Y | -33.2% | -89.6% | +56.4% | -28.7% |
| 10Y | +44.2% | +2,186.8% | -2,142.6% | +17.4% |
| All | +133.8% | +247.6% | -113.8% | +94.0% |
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