+15.1%
ENTG vs S
-56.8%
+71.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.7% | +6.0% |
| 7D | +2.8% | -7.7% | +10.5% | +5.5% |
| 30D | -4.7% | -5.3% | +0.7% | -3.4% |
| 3M | -0.7% | +20.3% | -21.0% | -7.7% |
| 6M | +7.7% | +47.4% | -39.7% | -8.6% |
| YTD | +65.1% | +32.5% | +32.5% | +44.6% |
| 1Y | +74.8% | +9.5% | +65.3% | +63.0% |
| 3Y | +36.9% | +15.5% | +21.4% | +20.9% |
| 5Y | +16.1% | -71.2% | +87.3% | +26.1% |
| All | +15.1% | -56.8% | +71.9% | +19.6% |
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