+770.1%
ENTG vs SIMO
+436.4%
+333.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.8% | +6.9% |
| 7D | -7.6% | -8.2% | +0.6% | -3.9% |
| 30D | -15.5% | -34.6% | +19.2% | +1.9% |
| 3M | -7.8% | -32.6% | +24.8% | +8.5% |
| 6M | -5.9% | -31.8% | +25.9% | +9.5% |
| YTD | +66.7% | +87.6% | -20.9% | +16.6% |
| 1Y | +62.1% | +86.7% | -24.6% | +13.6% |
| 3Y | +56.3% | +227.4% | -171.2% | -15.6% |
| 5Y | -3.8% | +173.0% | -176.8% | -47.4% |
| 10Y | +770.1% | +409.6% | +360.4% | +233.6% |
| All | +770.1% | +436.4% | +333.7% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling