+1,333.5%
ENTG vs SBAC
+324.2%
+1,009.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.2% |
| 7D | +22.8% | -3.4% | +26.2% | +23.8% |
| 30D | -4.9% | +2.6% | -7.5% | -5.9% |
| 3M | -4.8% | +2.6% | -7.4% | -6.0% |
| 6M | +5.6% | -11.5% | +17.1% | +7.0% |
| YTD | +82.4% | -1.6% | +84.0% | +77.9% |
| 1Y | +82.9% | -5.1% | +88.0% | +80.0% |
| 3Y | +62.1% | -9.3% | +71.5% | +58.2% |
| 5Y | +4.3% | -41.0% | +45.3% | +13.5% |
| 10Y | +793.4% | +108.0% | +685.4% | +601.9% |
| All | +1,333.5% | +324.2% | +1,009.3% | +577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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