+764.3%
ENTG vs SPY
+318.9%
+445.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -2.9% |
| 7D | +5.1% | -2.0% | +7.1% | +8.8% |
| 30D | -8.5% | -1.7% | -6.9% | -5.7% |
| 3M | +6.7% | +4.7% | +2.0% | +0.6% |
| 6M | +17.7% | +12.5% | +5.2% | -0.5% |
| YTD | +63.5% | +11.7% | +51.8% | +41.0% |
| 1Y | +73.6% | +17.5% | +56.1% | +39.7% |
| 3Y | +44.6% | +76.6% | -32.0% | -35.3% |
| 5Y | +16.1% | +82.0% | -65.9% | -47.0% |
| All | +764.3% | +318.9% | +445.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling