-11.8%
ENTG vs SIMO
+154.7%
-166.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +0.7% |
| 7D | -17.1% | -22.0% | +4.9% | -7.5% |
| 30D | -23.0% | -43.0% | +20.0% | -1.4% |
| 3M | -10.2% | -39.1% | +28.9% | +10.4% |
| 6M | -17.8% | -33.3% | +15.5% | -2.9% |
| YTD | +52.4% | +77.0% | -24.6% | +9.6% |
| 1Y | +49.8% | +73.0% | -23.2% | +8.8% |
| 3Y | +42.1% | +215.7% | -173.6% | -22.4% |
| All | -11.8% | +154.7% | -166.5% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling