+21.8%
ENTG vs SGI
+56.1%
-34.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.6% |
| 7D | +8.9% | +0.6% | +8.3% | +8.4% |
| 30D | -0.8% | +5.5% | -6.4% | -4.9% |
| 3M | +6.6% | -3.6% | +10.1% | +8.6% |
| 6M | +22.1% | -15.0% | +37.1% | +34.2% |
| YTD | +70.2% | -23.0% | +93.2% | +98.1% |
| 1Y | +76.7% | -18.4% | +95.1% | +95.7% |
| 3Y | +50.5% | +57.8% | -7.3% | +5.9% |
| 5Y | +21.8% | +51.5% | -29.7% | -21.2% |
| All | +21.8% | +56.1% | -34.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling