-12.1%
ENTG vs SM
-11.1%
-1.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -17.1% | -25.9% | +8.8% | -10.7% |
| 30D | -23.0% | -15.1% | -7.9% | -20.0% |
| 3M | -10.2% | +4.9% | -15.1% | -12.6% |
| 6M | -17.8% | +6.1% | -23.9% | -22.5% |
| YTD | +52.4% | +63.4% | -11.1% | +20.1% |
| 1Y | +49.8% | +72.5% | -22.7% | +15.3% |
| 3Y | +42.1% | -16.9% | +59.0% | +33.2% |
| All | -12.1% | -11.1% | -1.1% | -21.4% |
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