+51.5%
ENTG vs SPXS
-79.5%
+130.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +2.6% |
| 7D | +8.9% | +1.2% | +7.7% | +9.9% |
| 30D | -0.8% | +5.2% | -6.0% | +3.7% |
| 3M | +6.6% | -9.2% | +15.7% | +3.1% |
| 6M | +22.1% | -29.6% | +51.7% | +0.6% |
| YTD | +70.2% | -27.6% | +97.8% | +46.3% |
| 1Y | +76.7% | -36.7% | +113.4% | +42.4% |
| All | +51.5% | -79.5% | +130.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling