+1,142.2%
ENTG vs SGI
+1,794.5%
-652.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | +22.8% | -10.7% | +33.5% | +27.8% |
| 30D | -4.9% | -3.6% | -1.3% | -4.6% |
| 3M | -4.8% | -5.4% | +0.6% | -4.3% |
| 6M | +5.6% | -7.0% | +12.6% | +7.0% |
| YTD | +82.4% | -31.6% | +114.0% | +106.3% |
| 1Y | +82.9% | -33.5% | +116.4% | +109.0% |
| 3Y | +62.1% | +66.5% | -4.3% | +33.4% |
| 5Y | +4.3% | +42.2% | -37.9% | -10.3% |
| 10Y | +793.4% | +320.9% | +472.5% | +353.8% |
| All | +1,142.2% | +1,794.5% | -652.3% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling