+20.1%
ENTG vs STLA
-62.5%
+82.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.4% |
| 7D | +8.9% | +0.7% | +8.2% | +8.3% |
| 30D | -7.2% | -2.4% | -4.9% | -6.9% |
| 3M | +6.4% | -23.9% | +30.3% | +22.2% |
| 6M | +25.7% | -24.6% | +50.3% | +44.9% |
| YTD | +67.9% | -50.5% | +118.4% | +135.8% |
| 1Y | +72.4% | -39.8% | +112.2% | +111.6% |
| 3Y | +48.4% | -65.6% | +114.1% | +140.0% |
| 5Y | +20.1% | -62.1% | +82.1% | +69.0% |
| All | +20.1% | -62.5% | +82.6% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling