+782.9%
ENTG vs SPMO
+517.6%
+265.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.4% |
| 7D | +1.2% | -0.9% | +2.1% | +2.6% |
| 30D | -12.9% | -1.9% | -10.9% | -9.9% |
| 3M | -3.1% | -1.4% | -1.7% | +2.9% |
| 6M | +21.0% | +25.5% | -4.5% | -5.7% |
| YTD | +67.0% | +24.8% | +42.2% | +31.9% |
| 1Y | +68.6% | +24.5% | +44.1% | +35.2% |
| 3Y | +48.6% | +157.1% | -108.5% | -50.2% |
| 5Y | +18.6% | +149.5% | -130.9% | -57.4% |
| All | +782.9% | +517.6% | +265.3% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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