+1,197.2%
ENTG vs SM
+316.0%
+881.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -4.7% | +26.3% | -31.0% | -9.8% |
| 3M | -0.7% | +8.7% | -9.4% | -4.2% |
| 6M | +7.7% | +51.7% | -44.0% | -5.3% |
| YTD | +65.1% | +99.0% | -34.0% | +36.0% |
| 1Y | +74.8% | +34.6% | +40.2% | +56.5% |
| 3Y | +36.9% | -7.8% | +44.7% | +30.7% |
| 5Y | +16.1% | +104.8% | -88.7% | -10.8% |
| 10Y | +740.3% | +7.2% | +733.1% | +359.5% |
| All | +1,197.2% | +316.0% | +881.2% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling