+1,419.7%
ENTG vs SFM
+132.6%
+1,287.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.7% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -4.7% | -4.4% | -0.3% | -4.2% |
| 3M | -0.7% | +1.5% | -2.3% | -1.6% |
| 6M | +7.7% | +6.5% | +1.2% | +4.8% |
| YTD | +65.1% | +2.2% | +62.9% | +61.2% |
| 1Y | +74.8% | -41.9% | +116.7% | +87.8% |
| 3Y | +36.9% | +106.8% | -69.9% | +15.8% |
| 5Y | +16.1% | +231.6% | -215.5% | -11.1% |
| 10Y | +740.3% | +258.4% | +481.9% | +499.9% |
| All | +1,419.7% | +132.6% | +1,287.1% | +1,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling