+21.8%
ENTG vs SPY
+81.0%
-59.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +2.4% |
| 7D | +8.9% | -0.4% | +9.3% | +9.6% |
| 30D | -0.8% | -1.4% | +0.6% | +2.2% |
| 3M | +6.6% | +3.7% | +2.8% | +1.0% |
| 6M | +22.1% | +13.0% | +9.1% | -2.1% |
| YTD | +70.2% | +12.4% | +57.8% | +39.3% |
| 1Y | +76.7% | +18.5% | +58.2% | +31.9% |
| 3Y | +50.5% | +77.6% | -27.2% | -46.0% |
| 5Y | +21.8% | +81.7% | -59.9% | -55.3% |
| All | +21.8% | +81.0% | -59.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling