+68.6%
ENTG vs SRE
+4.6%
+64.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -12.9% | -3.0% | -9.9% | -12.3% |
| 3M | -3.1% | -8.3% | +5.2% | -1.4% |
| 6M | +21.0% | -8.9% | +29.9% | +21.8% |
| YTD | +67.0% | -4.3% | +71.3% | +62.7% |
| 1Y | +68.6% | +2.7% | +65.9% | +75.1% |
| All | +68.6% | +4.6% | +64.1% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling