+782.9%
ENTG vs SRE
+122.3%
+660.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -12.9% | -3.0% | -9.9% | -12.0% |
| 3M | -3.1% | -8.3% | +5.2% | -0.1% |
| 6M | +21.0% | -8.9% | +29.9% | +24.5% |
| YTD | +67.0% | -4.3% | +71.3% | +68.2% |
| 1Y | +68.6% | +2.7% | +65.9% | +64.8% |
| 3Y | +48.6% | +28.7% | +20.0% | +28.2% |
| 5Y | +18.6% | +47.1% | -28.5% | -3.1% |
| All | +782.9% | +122.3% | +660.6% | +554.7% |
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