+782.9%
ENTG vs SPYG
+424.6%
+358.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +0.9% |
| 7D | +1.2% | -0.9% | +2.1% | +2.6% |
| 30D | -12.9% | -1.5% | -11.3% | -10.6% |
| 3M | -3.1% | +3.7% | -6.8% | -5.9% |
| 6M | +21.0% | +16.4% | +4.6% | 0.0% |
| YTD | +67.0% | +13.3% | +53.7% | +44.5% |
| 1Y | +68.6% | +17.9% | +50.8% | +39.2% |
| 3Y | +48.6% | +98.3% | -49.7% | -39.6% |
| 5Y | +18.6% | +86.4% | -67.8% | -44.7% |
| All | +782.9% | +424.6% | +358.4% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling