+769.3%
ENTG vs STLA
-4.1%
+773.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.3% |
| 7D | +15.2% | -13.8% | +29.0% | +23.2% |
| 30D | -3.6% | -10.5% | +6.9% | +0.6% |
| 3M | -10.0% | -28.9% | +18.9% | +3.6% |
| 6M | +1.8% | -49.7% | +51.5% | +38.3% |
| YTD | +75.5% | -64.9% | +140.4% | +174.3% |
| 1Y | +82.4% | -64.0% | +146.4% | +181.1% |
| 3Y | +58.5% | -77.4% | +135.9% | +197.8% |
| 5Y | +0.4% | -74.4% | +74.8% | +72.9% |
| All | +769.3% | -4.1% | +773.4% | +752.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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