+769.3%
ENTG vs SRE
+127.7%
+641.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.1% |
| 7D | +15.2% | +1.8% | +13.4% | +14.4% |
| 30D | -3.6% | -3.0% | -0.7% | -2.4% |
| 3M | -10.0% | -7.3% | -2.7% | -7.4% |
| 6M | +1.8% | -11.9% | +13.7% | +6.5% |
| YTD | +75.5% | -7.9% | +83.4% | +79.6% |
| 1Y | +82.4% | -11.1% | +93.6% | +89.6% |
| 3Y | +58.5% | +24.8% | +33.7% | +38.0% |
| 5Y | +0.4% | +52.4% | -52.0% | -19.6% |
| All | +769.3% | +127.7% | +641.6% | +521.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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