+48.4%
ENTG vs SGI
+59.4%
-10.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +8.9% | +9.3% | -0.3% | +2.6% |
| 30D | -7.2% | +6.9% | -14.1% | -11.7% |
| 3M | +6.4% | +2.8% | +3.6% | +4.0% |
| 6M | +25.7% | -12.6% | +38.3% | +35.8% |
| YTD | +67.9% | -21.5% | +89.4% | +93.0% |
| 1Y | +72.4% | -18.8% | +91.1% | +91.9% |
| 3Y | +48.4% | +60.8% | -12.4% | +1.5% |
| All | +48.4% | +59.4% | -10.9% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling