+799.3%
ENTG vs SPG
+116.4%
+682.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.1% | +11.2% | +11.3% |
| 7D | +7.9% | +2.7% | +5.2% | +7.0% |
| 30D | -3.6% | +16.6% | -20.1% | -9.2% |
| 3M | +2.7% | +8.1% | -5.3% | -0.6% |
| 6M | +3.6% | +19.3% | -15.8% | -4.3% |
| YTD | +83.6% | +31.1% | +52.5% | +63.8% |
| 1Y | +84.9% | +32.8% | +52.1% | +64.1% |
| 3Y | +63.2% | +135.8% | -72.6% | +19.6% |
| 5Y | +4.9% | +85.1% | -80.2% | -18.1% |
| 10Y | +799.3% | +115.9% | +683.4% | +557.3% |
| All | +799.3% | +116.4% | +682.9% | +557.3% |
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