+1,279.2%
ENTG vs SPY
+714.4%
+564.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.2% |
| 7D | +15.2% | +2.6% | +12.6% | +10.8% |
| 30D | -3.6% | -2.0% | -1.7% | +0.9% |
| 3M | -10.0% | -2.8% | -7.2% | -4.1% |
| 6M | +1.8% | +2.1% | -0.4% | +2.3% |
| YTD | +75.5% | +11.5% | +64.0% | +54.8% |
| 1Y | +82.4% | +13.5% | +68.9% | +56.9% |
| 3Y | +58.5% | +77.7% | -19.2% | -29.2% |
| 5Y | +0.4% | +72.6% | -72.3% | -49.3% |
| 10Y | +759.6% | +308.2% | +451.4% | +10.8% |
| All | +1,279.2% | +714.4% | +564.8% | -29.0% |
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