+22.4%
ENTG vs S
-51.7%
+74.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +15.2% | +2.0% | +13.2% | +14.5% |
| 30D | -3.6% | -2.7% | -0.9% | -2.5% |
| 3M | -10.0% | -6.9% | -3.1% | -9.0% |
| 6M | +1.8% | +38.1% | -36.3% | -11.1% |
| YTD | +75.5% | +48.0% | +27.5% | +46.8% |
| 1Y | +82.4% | +34.5% | +47.9% | +57.1% |
| 3Y | +58.5% | +38.3% | +20.2% | +31.0% |
| 5Y | +0.4% | -70.9% | +71.3% | +5.7% |
| All | +22.4% | -51.7% | +74.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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