+1,579.3%
ENTG vs SFM
+46.8%
+1,532.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +22.8% | -0.4% | +23.2% | +22.9% |
| 30D | -4.9% | -19.2% | +14.3% | -3.0% |
| 3M | -4.8% | -40.3% | +35.5% | +1.1% |
| 6M | +5.6% | -40.9% | +46.5% | +11.6% |
| YTD | +82.4% | -35.5% | +117.9% | +88.0% |
| 1Y | +82.9% | -37.4% | +120.3% | +89.4% |
| 3Y | +62.1% | +25.5% | +36.7% | +45.7% |
| 5Y | +4.3% | +113.0% | -108.7% | -15.9% |
| 10Y | +793.4% | +136.3% | +657.1% | +570.7% |
| All | +1,579.3% | +46.8% | +1,532.5% | +1,282.9% |
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