+1,237.3%
ENTG vs SCCO
+36,124.0%
-34,886.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +8.9% | +2.4% | +6.5% | +7.6% |
| 30D | -0.8% | +6.4% | -7.2% | -4.3% |
| 3M | +6.6% | +21.6% | -15.0% | -3.1% |
| 6M | +22.1% | +13.4% | +8.7% | +14.6% |
| YTD | +70.2% | +52.6% | +17.5% | +36.3% |
| 1Y | +76.7% | +122.4% | -45.7% | +17.9% |
| 3Y | +50.5% | +208.5% | -158.0% | -14.6% |
| 5Y | +21.8% | +353.9% | -332.1% | -44.2% |
| 10Y | +811.7% | +1,187.3% | -375.5% | +139.9% |
| All | +1,237.3% | +36,124.0% | -34,886.6% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling