+59.3%
USAR vs ENPH
-79.3%
+138.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.1% |
| 7D | -9.3% | +1.5% | -10.8% | -9.7% |
| 30D | -15.2% | -12.9% | -2.3% | -12.8% |
| 3M | -21.1% | -27.1% | +6.0% | -16.1% |
| 6M | -21.6% | -15.4% | -6.1% | -18.2% |
| YTD | +34.8% | +15.0% | +19.8% | +37.3% |
| 1Y | +15.6% | -0.7% | +16.3% | +18.0% |
| 3Y | +57.7% | -69.3% | +127.1% | +61.8% |
| All | +59.3% | -79.3% | +138.6% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling