+48.6%
ENTG vs SHAK
-2.6%
+51.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.1% |
| 7D | +1.2% | -8.3% | +9.5% | +4.1% |
| 30D | -12.9% | -12.6% | -0.2% | -8.9% |
| 3M | -3.1% | +9.1% | -12.2% | -7.4% |
| 6M | +21.0% | -31.2% | +52.3% | +34.0% |
| YTD | +67.0% | -21.6% | +88.6% | +74.8% |
| 1Y | +68.6% | -38.8% | +107.4% | +93.5% |
| 3Y | +48.6% | +0.6% | +48.0% | +29.5% |
| All | +48.6% | -2.6% | +51.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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