+967.9%
ENTG vs SPMO
+575.8%
+392.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.0% |
| 7D | +8.9% | +3.4% | +5.6% | +4.1% |
| 30D | -7.2% | +0.5% | -7.7% | -7.3% |
| 3M | +6.4% | +1.9% | +4.5% | +8.4% |
| 6M | +25.7% | +27.8% | -2.1% | -3.9% |
| YTD | +67.9% | +26.7% | +41.2% | +30.6% |
| 1Y | +72.4% | +28.9% | +43.5% | +32.6% |
| 3Y | +48.4% | +160.7% | -112.2% | -49.9% |
| 5Y | +20.1% | +150.2% | -130.1% | -56.1% |
| 10Y | +768.1% | +517.5% | +250.6% | +58.7% |
| All | +967.9% | +575.8% | +392.1% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling