+1,197.2%
ENTG vs SRE
+2,082.0%
-884.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.5% |
| 7D | +2.8% | -0.3% | +3.2% | +2.8% |
| 30D | -4.7% | -0.7% | -3.9% | -4.7% |
| 3M | -0.7% | -6.3% | +5.6% | +2.0% |
| 6M | +7.7% | -10.7% | +18.4% | +13.5% |
| YTD | +65.1% | -3.5% | +68.5% | +65.9% |
| 1Y | +74.8% | +5.3% | +69.5% | +66.6% |
| 3Y | +36.9% | +31.8% | +5.1% | +9.7% |
| 5Y | +16.1% | +47.4% | -31.2% | -14.1% |
| 10Y | +740.3% | +120.6% | +619.8% | +335.0% |
| All | +1,197.2% | +2,082.0% | -884.8% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling