+45.5%
ENTG vs SIRI
-23.3%
+68.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.3% |
| 7D | +5.1% | -3.0% | +8.1% | +6.1% |
| 30D | -8.5% | +1.3% | -9.8% | -9.1% |
| 3M | +6.7% | +5.6% | +1.1% | +3.4% |
| 6M | +17.7% | +35.2% | -17.4% | +4.1% |
| YTD | +63.5% | +49.1% | +14.4% | +38.5% |
| 1Y | +73.6% | +26.8% | +46.8% | +55.5% |
| All | +45.5% | -23.3% | +68.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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