+20.1%
ENTG vs SFM
+219.5%
-199.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.5% |
| 7D | +8.9% | -5.8% | +14.8% | +9.7% |
| 30D | -7.2% | -11.4% | +4.1% | -6.0% |
| 3M | +6.4% | -12.2% | +18.6% | +7.6% |
| 6M | +25.7% | -5.2% | +30.8% | +24.7% |
| YTD | +67.9% | -4.5% | +72.3% | +65.4% |
| 1Y | +72.4% | -45.4% | +117.7% | +89.9% |
| 3Y | +48.4% | +91.1% | -42.7% | +22.9% |
| 5Y | +20.1% | +226.8% | -206.7% | -6.1% |
| All | +20.1% | +219.5% | -199.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling