+84.9%
ENTG vs SFM
-36.1%
+121.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.5% | +7.8% | +12.1% |
| 7D | +7.9% | -7.1% | +15.0% | +5.7% |
| 30D | -3.6% | -21.4% | +17.9% | -8.6% |
| 3M | +2.7% | -40.1% | +42.8% | -9.4% |
| 6M | +3.6% | -38.0% | +41.6% | -7.0% |
| YTD | +83.6% | -36.5% | +120.1% | +70.4% |
| 1Y | +84.9% | -35.2% | +120.1% | +70.4% |
| All | +84.9% | -36.1% | +121.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling