+5,927.3%
ENTG vs SPXU
-100.0%
+6,027.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -3.1% |
| 7D | +15.2% | -7.6% | +22.7% | +10.8% |
| 30D | -3.6% | +5.3% | -9.0% | +1.9% |
| 3M | -10.0% | +9.6% | -19.6% | -1.8% |
| 6M | +1.8% | -4.5% | +6.3% | +6.8% |
| YTD | +75.5% | -25.9% | +101.4% | +65.8% |
| 1Y | +82.4% | -28.9% | +111.3% | +69.9% |
| 3Y | +58.5% | -80.5% | +139.0% | -7.5% |
| 5Y | +0.4% | -83.4% | +83.7% | -26.1% |
| 10Y | +759.6% | -99.5% | +859.1% | +75.4% |
| All | +5,927.3% | -100.0% | +6,027.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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