+811.7%
ENTG vs SPG
+59.6%
+752.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.3% |
| 7D | +8.9% | -1.7% | +10.6% | +9.5% |
| 30D | -0.8% | -6.3% | +5.5% | +1.5% |
| 3M | +6.6% | -2.4% | +9.0% | +6.8% |
| 6M | +22.1% | +9.6% | +12.4% | +16.8% |
| YTD | +70.2% | +14.2% | +56.0% | +60.3% |
| 1Y | +76.7% | +19.3% | +57.4% | +63.6% |
| 3Y | +50.5% | +106.7% | -56.2% | +16.1% |
| 5Y | +21.8% | +104.2% | -82.4% | -5.2% |
| 10Y | +811.7% | +63.7% | +748.0% | +649.9% |
| All | +811.7% | +59.6% | +752.2% | +649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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