+20.1%
ENTG vs SM
+111.2%
-91.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.8% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | -7.2% | +31.5% | -38.7% | -13.8% |
| 3M | +6.4% | +17.3% | -10.9% | +0.2% |
| 6M | +25.7% | +48.5% | -22.8% | +7.2% |
| YTD | +67.9% | +106.3% | -38.4% | +27.4% |
| 1Y | +72.4% | +47.3% | +25.1% | +45.4% |
| 3Y | +48.4% | -1.4% | +49.9% | +34.4% |
| 5Y | +20.1% | +114.0% | -94.0% | -6.0% |
| All | +20.1% | +111.2% | -91.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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