+10,493.2%
ENTG vs SPXS
-100.0%
+10,593.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.9% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -4.7% | +0.8% | -5.5% | -3.9% |
| 3M | -0.7% | -4.7% | +4.0% | +0.6% |
| 6M | +7.7% | -29.6% | +37.3% | -6.4% |
| YTD | +65.1% | -29.8% | +94.9% | +45.2% |
| 1Y | +74.8% | -38.9% | +113.7% | +45.7% |
| 3Y | +36.9% | -79.6% | +116.5% | -23.3% |
| 5Y | +16.1% | -85.9% | +102.0% | -26.3% |
| 10Y | +740.3% | -99.5% | +839.9% | +29.8% |
| All | +10,493.2% | -100.0% | +10,593.2% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling