-100.0%
UVXY vs ENPH
+391.5%
-491.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.3% |
| 7D | +11.0% | +1.5% | +9.5% | +11.8% |
| 30D | -8.8% | -12.9% | +4.1% | -13.2% |
| 3M | -41.9% | -27.1% | -14.8% | -47.3% |
| 6M | -61.2% | -15.4% | -45.7% | -60.4% |
| YTD | -46.2% | +15.0% | -61.2% | -35.4% |
| 1Y | -65.2% | -0.7% | -64.5% | -59.3% |
| 3Y | -94.6% | -69.3% | -25.2% | -94.9% |
| 5Y | -99.7% | -76.7% | -23.0% | -99.6% |
| 10Y | -100.0% | +1,947.8% | -2,047.8% | -100.0% |
| All | -100.0% | +391.5% | -491.5% | -100.0% |
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