+76.7%
ENTG vs SGI
-20.0%
+96.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.4% |
| 7D | +8.9% | +0.6% | +8.3% | +8.5% |
| 30D | -0.8% | +5.5% | -6.4% | -4.2% |
| 3M | +6.6% | -3.6% | +10.1% | +8.7% |
| 6M | +22.1% | -15.0% | +37.1% | +30.7% |
| YTD | +70.2% | -23.0% | +93.2% | +88.9% |
| 1Y | +76.7% | -18.4% | +95.1% | +102.3% |
| All | +76.7% | -20.0% | +96.7% | +102.3% |
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