+769.3%
ENTG vs SMTC
+333.2%
+436.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -1.8% |
| 7D | +15.2% | +11.0% | +4.2% | +9.6% |
| 30D | -3.6% | -28.5% | +24.9% | +12.6% |
| 3M | -10.0% | -14.2% | +4.3% | -5.5% |
| 6M | +1.8% | -18.0% | +19.8% | +8.9% |
| YTD | +75.5% | +55.5% | +20.0% | +35.2% |
| 1Y | +82.4% | +69.5% | +12.9% | +34.3% |
| 3Y | +58.5% | +699.7% | -641.1% | -60.6% |
| 5Y | +0.4% | +27.4% | -27.1% | -31.3% |
| All | +769.3% | +333.2% | +436.1% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling