+1,423.5%
ENTG vs SPYG
+561.6%
+861.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.4% |
| 7D | +8.9% | +1.2% | +7.7% | +7.0% |
| 30D | -7.2% | -1.6% | -5.7% | -4.9% |
| 3M | +6.4% | +3.4% | +3.0% | +4.3% |
| 6M | +25.7% | +18.9% | +6.8% | +2.2% |
| YTD | +67.9% | +13.8% | +54.1% | +46.0% |
| 1Y | +72.4% | +20.6% | +51.8% | +39.7% |
| 3Y | +48.4% | +100.5% | -52.1% | -37.5% |
| 5Y | +20.1% | +84.6% | -64.5% | -39.7% |
| 10Y | +768.2% | +410.8% | +357.3% | +13.9% |
| All | +1,423.5% | +561.6% | +861.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling