+16.1%
ENTG vs SPMO
+145.0%
-128.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -0.7% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | -8.5% | -0.7% | -7.8% | -6.7% |
| 3M | +6.7% | +2.8% | +3.9% | +7.0% |
| 6M | +17.7% | +24.4% | -6.7% | -13.0% |
| YTD | +63.5% | +24.2% | +39.3% | +22.0% |
| 1Y | +73.6% | +24.5% | +49.1% | +30.7% |
| 3Y | +44.6% | +155.6% | -111.0% | -64.0% |
| 5Y | +16.1% | +148.2% | -132.1% | -68.7% |
| All | +16.1% | +145.0% | -128.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling