+0.2%
ENTG vs SPY
+72.1%
-71.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.0% |
| 7D | +15.2% | +2.6% | +12.6% | +9.4% |
| 30D | -3.6% | -2.0% | -1.7% | +2.1% |
| 3M | -10.0% | -2.8% | -7.2% | -2.6% |
| 6M | +1.8% | +2.1% | -0.4% | +1.8% |
| YTD | +75.5% | +11.5% | +64.0% | +48.5% |
| 1Y | +82.4% | +13.5% | +68.9% | +49.4% |
| 3Y | +58.5% | +77.7% | -19.2% | -42.6% |
| All | +0.2% | +72.1% | -71.9% | -59.4% |
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