+20.1%
ENTG vs SPG
+106.4%
-86.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.8% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | -7.2% | -4.9% | -2.3% | -3.5% |
| 3M | +6.4% | +3.3% | +3.1% | +1.5% |
| 6M | +25.7% | +11.2% | +14.5% | +12.0% |
| YTD | +67.9% | +17.1% | +50.8% | +42.9% |
| 1Y | +72.4% | +21.6% | +50.8% | +41.4% |
| 3Y | +48.4% | +111.9% | -63.4% | -24.6% |
| 5Y | +20.1% | +106.9% | -86.9% | -39.3% |
| All | +20.1% | +106.4% | -86.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling