+48.6%
ENTG vs SCHG
+86.3%
-37.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +3.0% |
| 30D | -12.9% | -1.3% | -11.6% | -11.0% |
| 3M | -3.1% | +5.4% | -8.5% | -10.8% |
| 6M | +21.0% | +14.4% | +6.6% | -2.3% |
| YTD | +67.0% | +8.0% | +59.0% | +49.2% |
| 1Y | +68.6% | +12.7% | +55.9% | +42.2% |
| 3Y | +48.6% | +85.6% | -37.0% | -38.4% |
| All | +48.6% | +86.3% | -37.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling