+1,219.2%
ENTG vs SIRI
-91.9%
+1,311.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | +8.9% | +4.3% | +4.7% | +8.2% |
| 30D | -7.2% | -2.8% | -4.4% | -6.9% |
| 3M | +6.4% | +5.9% | +0.5% | +5.1% |
| 6M | +25.7% | +31.9% | -6.3% | +20.2% |
| YTD | +67.9% | +48.7% | +19.2% | +57.5% |
| 1Y | +72.4% | +23.2% | +49.1% | +66.0% |
| 3Y | +48.4% | -23.9% | +72.3% | +50.7% |
| 5Y | +20.1% | -43.4% | +63.5% | +24.5% |
| 10Y | +768.1% | -13.6% | +781.8% | +753.8% |
| All | +1,219.2% | -91.9% | +1,311.1% | +1,002.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling