+16.1%
ENTG vs SPXS
-85.4%
+101.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -2.6% |
| 7D | +5.1% | +6.4% | -1.3% | +10.0% |
| 30D | -8.5% | +6.0% | -14.5% | -4.2% |
| 3M | +6.7% | -11.6% | +18.3% | +1.7% |
| 6M | +17.7% | -28.7% | +46.4% | +0.2% |
| YTD | +63.5% | -26.3% | +89.8% | +45.2% |
| 1Y | +73.6% | -34.9% | +108.5% | +46.4% |
| 3Y | +44.6% | -79.5% | +124.0% | -25.7% |
| 5Y | +16.1% | -85.9% | +102.0% | -33.0% |
| All | +16.1% | -85.4% | +101.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling