+45.5%
ENTG vs SITM
+423.6%
-378.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.8% |
| 7D | +5.1% | +4.8% | +0.3% | +3.1% |
| 30D | -8.5% | -9.7% | +1.2% | -4.9% |
| 3M | +6.7% | -9.3% | +16.0% | +10.0% |
| 6M | +17.7% | +69.5% | -51.8% | -7.3% |
| YTD | +63.5% | +70.5% | -7.1% | +26.6% |
| 1Y | +73.6% | +145.3% | -71.7% | +15.2% |
| All | +45.5% | +423.6% | -378.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling