+16.3%
ENTG vs S
-48.9%
+65.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.0% | +1.4% | +6.8% |
| 7D | -7.6% | +1.6% | -9.1% | -7.8% |
| 30D | -15.5% | -10.5% | -5.0% | -12.3% |
| 3M | -7.8% | +9.9% | -17.7% | -12.0% |
| 6M | -5.9% | +41.8% | -47.7% | -18.5% |
| YTD | +66.7% | +56.8% | +9.9% | +36.9% |
| 1Y | +62.1% | +39.0% | +23.1% | +38.2% |
| 3Y | +56.3% | +53.8% | +2.4% | +24.7% |
| 5Y | -3.8% | -68.6% | +64.8% | -0.9% |
| All | +16.3% | -48.9% | +65.1% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling