+1,196.5%
ENTG vs SM
+237.0%
+959.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -9.3% | -19.5% | +10.2% | -5.0% |
| 30D | -16.4% | -20.2% | +3.9% | -12.4% |
| 3M | -3.8% | -6.5% | +2.7% | -3.3% |
| 6M | -6.9% | +1.6% | -8.5% | -10.0% |
| YTD | +65.0% | +61.2% | +3.7% | +41.3% |
| 1Y | +61.7% | +65.4% | -3.7% | +37.3% |
| 3Y | +46.6% | -13.0% | +59.7% | +41.5% |
| 5Y | -2.7% | -4.3% | +1.6% | -12.0% |
| 10Y | +743.3% | +3.0% | +740.3% | +357.6% |
| All | +1,196.5% | +237.0% | +959.5% | +164.8% |
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