+16.1%
ENTG vs SCCO
+313.8%
-297.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.3% | +0.5% |
| 7D | +5.1% | -2.7% | +7.8% | +6.7% |
| 30D | -8.5% | -0.2% | -8.4% | -9.1% |
| 3M | +6.7% | +17.8% | -11.1% | -3.6% |
| 6M | +17.7% | +2.3% | +15.5% | +15.1% |
| YTD | +63.5% | +41.6% | +21.9% | +28.5% |
| 1Y | +73.6% | +101.9% | -28.3% | +10.5% |
| 3Y | +44.6% | +186.2% | -141.6% | -24.8% |
| 5Y | +16.1% | +309.7% | -293.6% | -52.9% |
| All | +16.1% | +313.8% | -297.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling