+1,398.1%
ENTG vs SPYG
+564.9%
+833.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | +2.8% | +0.4% | +2.5% | +2.3% |
| 30D | -4.7% | -0.4% | -4.2% | -3.8% |
| 3M | -0.7% | +0.5% | -1.3% | +1.6% |
| 6M | +7.7% | +17.5% | -9.7% | -10.7% |
| YTD | +65.1% | +14.3% | +50.7% | +42.6% |
| 1Y | +74.8% | +21.7% | +53.1% | +39.8% |
| 3Y | +36.9% | +98.6% | -61.7% | -41.5% |
| 5Y | +16.1% | +85.1% | -69.0% | -41.9% |
| 10Y | +740.3% | +412.0% | +328.3% | +9.9% |
| All | +1,398.1% | +564.9% | +833.2% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling