+1,197.2%
ENTG vs SPY
+729.4%
+467.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -4.7% | +0.1% | -4.7% | -4.6% |
| 3M | -0.7% | +2.0% | -2.7% | -1.6% |
| 6M | +7.7% | +13.0% | -5.3% | -9.0% |
| YTD | +65.1% | +13.5% | +51.5% | +39.2% |
| 1Y | +74.8% | +20.0% | +54.8% | +36.5% |
| 3Y | +36.9% | +77.2% | -40.3% | -39.4% |
| 5Y | +16.1% | +81.9% | -65.8% | -46.9% |
| 10Y | +740.3% | +314.1% | +426.3% | +4.3% |
| All | +1,197.2% | +729.4% | +467.8% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling