+1,197.2%
ENTG vs SBAC
+330.7%
+866.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.2% | +6.4% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | -4.7% | +6.9% | -11.6% | -6.4% |
| 3M | -0.7% | -8.2% | +7.5% | +0.4% |
| 6M | +7.7% | -1.6% | +9.4% | +5.8% |
| YTD | +65.1% | -0.1% | +65.2% | +61.2% |
| 1Y | +74.8% | -0.5% | +75.2% | +70.5% |
| 3Y | +36.9% | -9.1% | +46.0% | +33.9% |
| 5Y | +16.1% | -43.8% | +59.9% | +28.5% |
| 10Y | +740.3% | +80.5% | +659.8% | +586.0% |
| All | +1,197.2% | +330.7% | +866.5% | +514.1% |
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