+206.6%
ENTG vs SITM
+4,789.7%
-4,583.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +0.2% |
| 7D | +1.2% | +3.9% | -2.7% | -0.3% |
| 30D | -12.9% | -6.6% | -6.3% | -10.9% |
| 3M | -3.1% | -11.9% | +8.8% | +0.3% |
| 6M | +21.0% | +81.1% | -60.1% | -4.1% |
| YTD | +67.0% | +80.0% | -13.0% | +31.0% |
| 1Y | +68.6% | +145.8% | -77.2% | +17.5% |
| 3Y | +48.6% | +475.9% | -427.2% | -28.9% |
| 5Y | +18.6% | +189.2% | -170.6% | -36.9% |
| All | +206.6% | +4,789.7% | -4,583.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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