+65.7%
ENTG vs SGI
-10.7%
+76.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.8% | -13.3% | -9.1% |
| 7D | -10.3% | +12.1% | -22.4% | -14.7% |
| 30D | -14.4% | +12.1% | -26.4% | -19.3% |
| 3M | -1.1% | +0.4% | -1.5% | -1.8% |
| 6M | +3.0% | -4.0% | +7.0% | +4.8% |
| YTD | +70.1% | -21.2% | +91.3% | +85.4% |
| 1Y | +65.7% | -12.1% | +77.8% | +80.8% |
| All | +65.7% | -10.7% | +76.5% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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